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NR Moody's P-1 Standard & Poor's A-1 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 99754901.96 99754901.96 0.0011 N Y Y N National Australia Bank Ltd. National Australia Bank Ltd. 2.200 F8SB4JFBSYQFRQEH3Z21 US912828Q608 BRTMP4D50 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-04-15 0.125000 250000000.00 259683057.36 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-11-01 2018-11-01 2018-11-01 N N N 0.0220 254575000.00 254575000.00 0.0029 N Y Y N National Australia Bank Ltd. National Australia Bank Ltd. 2.200 F8SB4JFBSYQFRQEH3Z21 US9128283F58 BRTMP4EJ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-11-15 2.250000 275000000.00 258496236.32 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-11-01 2018-11-01 2018-11-01 N N N 0.0220 253412500.00 253412500.00 0.0029 N Y Y N BNP Paribas SA BNP Paribas SA 2.200 R0MUWSFPU8MPRO8K5P83 BRTMP4HN7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.000000 0.91 0.84 U.S. Treasuries (including strips) FHLMC_2138 2029-03-15 7.000000 65.00 26.03 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-09-15 6.500000 409.00 26.50 Agency Collateralized Mortgage Obligation FHLMC_4685B 2047-05-15 2.679500 1000.00 837.99 Agency Collateralized 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Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-03-01 5.500000 1231854.00 106488.18 Agency Mortgage-Backed Securities GINNIE MAE II 2045-06-20 3.500000 1270488.00 124249.04 Agency Mortgage-Backed Securities GINNIE MAE II 2044-06-20 3.625000 1283400.00 399148.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 4.000000 1290000.00 683182.68 Agency Mortgage-Backed Securities GINNIE MAE II 2047-10-20 4.000000 1302814.00 1301235.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 3.261000 1373796.00 1331354.14 Agency Mortgage-Backed Securities FHLMC_4493 2045-07-15 3.870500 1568505.00 175139.76 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-08-01 5.000000 1568600.00 503601.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-05-01 3.500000 1661338.00 1146574.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-09-01 3.500000 1670936.00 1364457.90 Agency Mortgage-Backed Securities GINNIE MAE 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Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-05-01 4.000000 3851048.00 3848217.67 Agency Mortgage-Backed Securities GINNIE MAE II 2045-07-31 2.000000 9000000.00 2446732.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-09-01 3.500000 4057992.00 1131597.94 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-10-01 2.500000 4120441.00 2766794.56 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 4462832.00 4290187.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-05-01 3.500000 4511829.00 3207622.54 Agency Mortgage-Backed Securities FHLMC_39-28 2041-09-15 4.170500 4588000.00 175255.04 Agency Collateralized Mortgage Obligation FHLMC_39-62 2041-11-15 3.720500 4677000.00 165761.75 Agency Collateralized Mortgage Obligation GINNIE MAE II 2048-10-20 4.500000 4679100.00 4828082.55 Agency Mortgage-Backed Securities FHLMC_39-96 2042-02-15 4.170500 4688000.00 253355.29 Agency Collateralized Mortgage Obligation GNMA_13-129 2043-09-20 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32320063.17 Agency Mortgage-Backed Securities GINNIE MAE II 2044-04-20 3.000000 44761211.00 7137414.98 Agency Mortgage-Backed Securities GINNIE MAE II 2041-03-20 4.500000 111741130.00 19335028.93 Agency Mortgage-Backed Securities GINNIE MAE II 2043-01-20 3.000000 151568274.00 64438908.42 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-11-07 2018-11-07 2018-11-07 N N N 0.0220 250000000.00 250000000.00 0.0029 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.200 MBNUM2BPBDO7JBLYG310 BRTMP4LP7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2018-12-06 0.000000 200.00 199.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-01-03 0.000000 6200.00 6175.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-01-31 0.000000 315500.00 313641.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-05-23 0.000000 16227300.00 15999987.98 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-11-07 2018-11-07 2018-11-07 N N N 0.0220 16000000.00 16000000.00 0.0002 N N Y N Barclays Bank plc Barclays Bank plc 2.210 G5GSEF7VJP5I7OUK5573 BRTMP4NC4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 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HSBC Securities USA, Inc. 2.200 CYYGQCGNHMHPSMRL3R97 BRTMP4M68 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA5331 M 2048-06-20 4.500000 373949114.00 382500000.86 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-11-07 2018-11-07 2018-11-07 N N N 0.0220 375000000.00 375000000.00 0.0043 N N Y N Societe Generale SA Societe Generale SA 2.210 O2RNE8IBXP4R0TD8PU41 BRTMP4LG7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-11-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 0.000000 0.04 0.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 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26445.00 25938.95 Agency Mortgage-Backed Securities GINNIE MAE II 2039-10-20 6.000000 30857.00 17800.45 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 1.750000 99000.00 97645.35 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-11-01 4.019000 144683.00 27.05 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 156300.00 153041.33 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-09-01 5.963000 182659.00 292.35 Agency Mortgage-Backed Securities GINNIE MAE I 2041-07-15 4.500000 209270.00 75054.18 Agency Mortgage-Backed Securities GINNIE MAE I 2058-06-15 4.250000 249623.00 259721.15 Agency Mortgage-Backed Securities GINNIE MAE I 2040-01-15 4.500000 354000.00 62886.27 Agency Mortgage-Backed Securities GINNIE MAE II 2062-05-01 5.066000 368688.00 238539.83 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-30 2.346450 401900.00 404192.31 U.S. Treasuries (including strips) GINNIE MAE II 2024-10-20 4.500000 439495.00 43013.88 Agency Mortgage-Backed Securities GINNIE MAE II 2063-07-20 4.405000 617193.00 333064.31 Agency Mortgage-Backed Securities GINNIE MAE II 2048-07-20 6.000000 1017682.00 1081150.53 Agency Mortgage-Backed Securities GINNIE MAE I 2039-08-15 4.500000 1351144.00 355581.11 Agency Mortgage-Backed Securities GINNIE MAE II 2047-05-20 4.500000 1480193.00 944555.26 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 1704800.00 1978020.53 U.S. Treasuries (including strips) GINNIE MAE II 2048-07-20 4.500000 2194350.00 2270985.61 Agency Mortgage-Backed Securities FHLMC_200 2022-12-15 2.729500 4449677.00 495.33 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 4638900.00 4210400.52 U.S. Treasuries (including strips) GINNIE MAE II 2038-09-20 6.000000 14936827.00 33707.80 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-15 1.125000 16266000.00 18845126.34 U.S. Treasuries (including strips) GINNIE MAE II 2046-07-20 3.500000 59288026.00 41515548.29 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-02-21 0.000000 18012700.00 17881513.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-08-15 0.000000 20528324.90 11356474.62 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.000000 22584306.00 16383495.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-05-01 4.500000 29829235.00 2894632.84 Agency Mortgage-Backed Securities GINNIE MAE II 2047-08-20 4.500000 30115072.00 22007171.49 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 32616700.00 33861142.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 38167600.00 35328813.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.000000 38754900.00 29375051.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 3.000000 38999900.00 37142380.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 0.000000 87683552.29 60933054.16 U.S. Treasuries (including strips) GINNIE MAE II 2047-07-20 4.500000 90897398.00 64732881.91 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 99999900.00 105305286.54 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-11-07 2018-11-07 2018-11-07 N N N 0.0221 500000000.00 500000000.00 0.0057 N N Y N BNP Paribas SA BNP Paribas SA 2.210 R0MUWSFPU8MPRO8K5P83 US9128284J61 BRTMP3XE1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-04-30 2.375000 513207600.00 510030746.94 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 500000000.00 500000000.00 0.0057 N Y Y N BNP Paribas SA BNP Paribas SA 2.210 R0MUWSFPU8MPRO8K5P83 US9128282A70 BRTMP3XG6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-08-15 1.500000 570629400.00 510030720.69 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 500000000.00 500000000.00 0.0057 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.220 X574KRZ6V5A7UBU45C31 US912810RN00 BRTMP3Y91 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-08-15 2.875000 317000000.00 292237776.81 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 286488750.00 286488750.00 0.0033 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.220 X574KRZ6V5A7UBU45C31 US912833LU26 BRTMP3Y83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-02-15 0.000000 6000000.00 4957499.70 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 4860000.00 4860000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.220 X574KRZ6V5A7UBU45C31 US912803DG53 BRTMP3Y00 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-05-15 0.000000 215000000.00 109929695.74 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 107768750.00 107768750.00 0.0012 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.220 X574KRZ6V5A7UBU45C31 US912833Z526 BRTMP3Y42 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2037-08-15 0.000000 34000000.00 18164578.13 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 17807500.00 17807500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.220 X574KRZ6V5A7UBU45C31 US9128337T17 BRTMP3XF8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2033-05-15 0.000000 35000000.00 21733863.89 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 21306250.00 21306250.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.220 X574KRZ6V5A7UBU45C31 US9128335A44 BRTMP3XQ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-08-15 0.000000 35000000.00 20082464.06 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 19687500.00 19687500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.220 X574KRZ6V5A7UBU45C31 US912810QY73 BRTMP3XV3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-11-15 2.750000 50000000.00 45711763.44 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 44812500.00 44812500.00 0.0005 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.220 X574KRZ6V5A7UBU45C31 US912833Y461 BRTMP3Y59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2037-05-15 0.000000 18000000.00 9708346.91 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 9517500.00 9517500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.220 X574KRZ6V5A7UBU45C31 US9128337N47 BRTMP3XH4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2030-11-15 0.000000 30000000.00 20312127.94 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 19912500.00 19912500.00 0.0002 N Y Y N Bank of Montreal Bank of Montreal 2.190 NQQ6HPCNCCU6TUTQYE16 BRTMP3PT7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-06-30 2.500000 1014000.00 1017086.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-12-31 2.125000 2000.00 1950.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.625000 100.00 94.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-01 0.000000 500.00 499.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-06 0.000000 400.00 399.12 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-11-01 2018-11-01 2018-11-01 N N N 0.0219 1000000.00 1000000.00 0.0000 N Y Y N Bank of Montreal Bank of Montreal 2.210 NQQ6HPCNCCU6TUTQYE16 BRTMP3NB8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-08-01 4.630000 2954.00 138.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-09-01 2.840000 687355.00 619701.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-09-01 6.000000 1310535.00 1440159.92 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 2000000.00 2000000.00 0.0000 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.210 ZBUT11V806EZRVTWT807 BRTMP3NZ5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMI SF 699086 X 2038-09-15 6.000000 1500000.00 20155.69 Agency Mortgage-Backed Securities GNMI SF 693508 X 2038-07-15 5.500000 1000000.00 20151.99 Agency Mortgage-Backed Securities GNMI SF 677552 X 2037-11-15 6.000000 1000000.00 61416.35 Agency Mortgage-Backed Securities GNMI SF 666391 X 2043-08-15 3.000000 920233.00 420106.53 Agency Mortgage-Backed Securities GNMI SF 630963 X 2035-08-15 5.000000 396659.00 35074.65 Agency Mortgage-Backed Securities GNII SF 543534 C 2030-09-20 3.500000 616463.00 52166.33 Agency Mortgage-Backed Securities 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Securities GINNIE MAE II 2046-09-20 3.000000 555211.00 511473.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-03-01 4.000000 600000.00 297703.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-10-01 4.000000 600000.00 325094.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 3.000000 600000.00 507630.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-04-01 5.400000 634739.00 177869.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-03-01 4.500000 644070.00 141488.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 5.500000 696518.00 742797.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-02-01 3.000000 700000.00 341399.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-01-01 3.500000 722835.00 572445.24 Agency Mortgage-Backed Securities HMBI_23-98 2068-06-20 4.434000 733570.00 770241.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 5.000000 749000.00 337459.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-12-01 4.500000 749989.00 139766.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-10-01 5.500000 831130.00 42287.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 844858.00 489614.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-06-01 5.000000 847882.00 16293.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-10-01 5.000000 863206.00 14406.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-05-01 4.500000 871000.00 103302.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-09-01 5.500000 873697.00 395547.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-08-01 4.500000 899108.00 917323.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 972006.00 963188.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-10-01 6.500000 994621.00 34868.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-01-01 4.000000 999998.00 62133.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-10-01 5.500000 1000000.00 43721.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-03-01 2.500000 1000000.00 116460.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 2.500000 1019330.00 858885.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-12-01 5.000000 1050435.00 6669.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-09-01 5.500000 1098503.00 1172546.19 Agency Mortgage-Backed Securities GINNIE MAE I 2059-11-15 3.440000 1109492.00 1076230.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-04-01 5.000000 1140679.00 24623.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-04-01 5.500000 1146586.00 35503.32 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 5.000000 1151983.00 1224297.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-12-01 5.500000 1165563.00 75972.89 Agency Mortgage-Backed Securities GINNIE MAE I 2059-07-15 3.460000 1190580.00 1159663.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-09-01 7.000000 1245002.00 28156.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-04-01 4.500000 1300000.00 30804.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-10-01 6.500000 1347000.00 72436.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-04-01 4.000000 1375712.00 1259474.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 7.000000 1396140.00 19715.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 1400752.00 1401875.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-01-01 4.000000 1500000.00 105768.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-12-01 5.500000 1500000.00 19922.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-11-01 3.000000 1500000.00 70877.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 1506184.00 1500566.99 Agency Mortgage-Backed Securities GINNIE MAE II 2065-02-20 5.176000 1519022.00 281395.34 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-15 0.875000 1562900.00 1552512.37 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-07-01 5.000000 1599032.00 10070.35 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-08-01 4.500000 1615606.00 1673536.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-07-01 6.000000 1660298.00 119821.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-11-01 5.000000 1670000.00 53204.22 Agency Mortgage-Backed Securities GINNIE MAE I 2047-11-15 4.500000 1714833.00 1628302.86 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 4.000000 1789628.00 1642253.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-04-01 3.500000 1792534.00 1081532.84 Agency Mortgage-Backed Securities GINNIE MAE II 2048-10-20 5.500000 1802707.00 1900057.39 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2019-05-01 4.500000 2000000.00 6793.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-07-01 5.500000 2000000.00 45048.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-01-01 3.000000 2000000.00 109659.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-07-01 5.500000 2011424.00 280322.13 Agency Mortgage-Backed Securities GINNIE MAE II 2040-01-20 3.500000 2067693.00 247512.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-12-01 6.000000 2075673.00 214521.92 Agency Mortgage-Backed Securities GINNIE MAE II 2024-11-20 4.500000 2248636.00 222600.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 2280124.00 2024008.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-10-01 3.000000 2400000.00 1482220.23 Agency Mortgage-Backed Securities GINNIE MAE II 2034-11-20 4.875000 2763469.00 917812.35 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-11-01 3.500000 2812899.00 2640517.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-12-01 4.000000 2813809.00 631925.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 2814515.00 1112877.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.500000 2954010.00 2623541.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-10-01 3.500000 3000000.00 2275848.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-01-01 3.000000 3000000.00 737026.13 Agency Mortgage-Backed Securities GINNIE MAE I 2045-04-15 4.000000 3100756.00 3032841.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 3207360.00 2197611.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-04-01 5.500000 3500000.00 219774.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-11-01 3.500000 3690673.00 3461382.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-06-01 3.500000 3832050.00 1500782.20 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-01-01 3.000000 3855160.00 2951888.49 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-01-01 7.500000 3864631.00 50443.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-01-01 5.000000 4012515.00 69819.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2035-06-01 4.500000 4308662.00 178115.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-09-01 5.500000 4491968.00 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4.000000 6449288.00 5887010.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-09-01 3.500000 7000000.00 184149.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-07-01 6.000000 7353482.00 315586.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-06-01 4.000000 7789810.00 220304.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 7.500000 8569630.00 119361.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 3.000000 8885504.00 7654343.23 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 12726800.00 11877728.77 U.S. Treasuries (including strips) FREDDIE MAC GOLD 2025-01-01 7.500000 19802542.00 16400.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 4.000000 24463584.00 22207439.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 30308393.00 29291097.49 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 2.750000 35751700.00 35700038.80 U.S. Treasuries (including strips) HMAF_51-92 2063-09-20 4.414000 37091549.00 27666521.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 50000000.00 35475650.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-05-01 5.500000 62311552.00 18003942.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 66100096.00 58069162.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 80685696.00 74759390.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 96057916.00 94137482.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 100455115.00 103035642.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2057-02-01 3.500000 113972460.00 98286769.34 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Agency Collateralized Mortgage Obligation GNMA_06-42 2048-02-16 1.409510 166666000.00 38001.88 Agency Collateralized Mortgage Obligation FHLMC_4545B 2046-01-15 3.820500 187089664.00 12058195.93 Agency Collateralized Mortgage Obligation GNMA_09-7 2050-12-16 0.502860 195350000.00 231518.33 Agency Collateralized Mortgage Obligation GNMA_05-14 2046-12-16 0.176370 200140065.00 13227.44 Agency Collateralized Mortgage Obligation FNMA_12-84 2042-08-25 3.718620 251955000.00 5020749.26 Agency Collateralized Mortgage Obligation GNMA_06-5 2046-01-16 0.399810 269750272.00 46084.13 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-11-01 2018-12-05 2018-12-05 Y JP MORGAN SECURITIES LLC 1.0000 35 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0248 334500000.00 334500000.00 0.0038 N N N Y BNP Paribas SA BNP Paribas SA 2.457 R0MUWSFPU8MPRO8K5P83 0000310732 BRT212F60 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency 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Agency Collateralized Mortgage Obligation GNRA 2013-106 DS 2043-02-20 4.035000 14382000.00 405922.29 Agency Collateralized Mortgage Obligation GNRA 2013-152 SB 2043-10-16 3.991600 72603368.00 3098584.90 Agency Collateralized Mortgage Obligation GNRA 2013-170 SM 2043-11-20 3.955000 7043000.00 279229.85 Agency Collateralized Mortgage Obligation GNRA 2013-090 KS 2043-06-16 3.991600 78839889.00 4492721.58 Agency Collateralized Mortgage Obligation GNRA 2013-100 JS 2043-07-20 3.935000 24117071.00 787692.99 Agency Collateralized Mortgage Obligation GNRA 2013-188 KS 2043-12-20 3.384700 50000000.00 970546.01 Agency Collateralized Mortgage Obligation GNRA 2013-184 SP 2043-12-20 3.984800 43927000.00 2097678.08 Agency Collateralized Mortgage Obligation GNRA 2014-007 SA 2044-01-20 3.935000 43393159.00 1066553.48 Agency Collateralized Mortgage Obligation GNRA 2014-008 S 2044-01-20 3.384700 55382761.00 2784904.47 Agency Collateralized Mortgage Obligation GNRA 2014-061 IO 2054-02-16 0.524000 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Obligation GNRM 2013-016 IA 2040-04-20 4.500000 20845000.00 110506.22 Agency Collateralized Mortgage Obligation GNRM 2013-024 CI 2042-02-20 4.500000 6666666.00 250369.57 Agency Collateralized Mortgage Obligation GNRA 2012-041 SA 2042-03-20 4.435000 58750000.00 5070204.89 Agency Collateralized Mortgage Obligation GNRA 2012-038 SA 2042-03-20 4.435000 15274642.00 842774.60 Agency Collateralized Mortgage Obligation GNRA 2012-070 IO 2052-08-16 0.454000 358917000.00 2806869.13 Agency Collateralized Mortgage Obligation GNRA 2012-019 IO 2052-08-16 0.429400 205000000.00 1222331.89 Agency Collateralized Mortgage Obligation GNRM 2011-141 WI 2026-10-16 4.000000 17000000.00 293831.16 Agency Collateralized Mortgage Obligation GNRM 2011-130 IM 2041-02-20 5.000000 47068258.00 39902.43 Agency Collateralized Mortgage Obligation GNRA 2011-070 BS 2036-12-16 4.542000 73850000.00 126535.30 Agency Collateralized Mortgage Obligation GNRA 2011-051 SA 2041-04-20 4.434800 7500114.00 190541.36 Agency Collateralized Mortgage Obligation GNRA 2011-048 SC 2041-04-16 3.842000 20426751.00 717329.12 Agency Collateralized Mortgage Obligation GNRA 2011-30 SA 2041-02-16 4.392000 76318500.00 2173043.65 Agency Collateralized Mortgage Obligation GNRA 2011-002 NS 2039-03-16 3.921600 38800000.00 36535.47 Agency Collateralized Mortgage Obligation GNRA 2010-158 DX 2040-12-20 2.835000 8652000.00 681750.55 Agency Collateralized Mortgage Obligation GNRA 2011-045 SM 2039-11-20 4.485000 35585667.00 160907.59 Agency Collateralized Mortgage Obligation GNRA 2011-026 CS 2041-02-16 3.841600 56270139.00 2653748.88 Agency Collateralized Mortgage Obligation GNRA 2010-116 AS 2040-09-20 4.445000 43058548.00 2566287.80 Agency Collateralized Mortgage Obligation GNRA 2010-120 SA 2040-09-20 3.885000 18997000.00 437066.37 Agency Collateralized Mortgage Obligation GNRA 2010-120 SG 2040-09-20 3.235000 32703000.00 608448.60 Agency Collateralized Mortgage Obligation GNRA 2010-108 SG 2039-09-20 3.934700 50000000.00 217232.23 Agency Collateralized Mortgage Obligation GNRA 2010-07 NS 2040-08-20 4.455000 33333333.00 854247.79 Agency Collateralized Mortgage Obligation GNRA 2010-109 SB 2040-08-20 4.434800 82733333.00 2105745.29 Agency Collateralized Mortgage Obligation GNRA 2010-058 LS 2039-06-20 4.385000 22226206.00 98375.34 Agency Collateralized Mortgage Obligation GNRA 2010-037 SG 2040-03-20 3.535000 195875000.00 3859068.47 Agency Collateralized Mortgage Obligation GNRA 2010-031 SA 2040-03-20 3.584800 156818000.00 2831424.83 Agency Collateralized Mortgage Obligation GNRA 2010-026 QS 2040-02-20 4.084700 210000000.00 4791377.02 Agency Collateralized Mortgage Obligation GNRA 2010-020 SE 2040-02-20 4.084700 239279000.00 4529350.19 Agency Collateralized Mortgage Obligation GNRA 2010-020 SD 2040-02-20 3.515000 84000000.00 1466329.61 Agency Collateralized Mortgage Obligation GNRM 2017-080 BI 2047-03-20 3.500000 5000000.00 857524.95 Agency Collateralized Mortgage Obligation GNRM 2017-12 CI 2044-05-20 3.500000 10451142.00 1419042.59 Agency Collateralized Mortgage Obligation GNRA 2009-087 TS 2035-07-20 3.934700 98726503.00 1412929.40 Agency Collateralized Mortgage Obligation GNRA 2010-148 IO 2050-09-16 1.198000 99913781.00 1951777.15 Agency Collateralized Mortgage Obligation GNRA 2010-083 IO 2050-07-16 0.100500 49944818.00 48234.63 Agency Collateralized Mortgage Obligation GNRA 2011-147 IO 2044-10-16 0.056000 109140762.00 257796.40 Agency Collateralized Mortgage Obligation GNRA 2011-143 IO 2053-04-16 0.351000 51569769.00 461321.34 Agency Collateralized Mortgage Obligation GNRA 2007-017 AI 2037-04-16 4.391600 86215000.00 1493420.98 Agency Collateralized Mortgage Obligation GNRM 2009-121 DI 2039-12-16 4.500000 120000000.00 2838818.21 Agency Collateralized Mortgage Obligation GNRA 2003-94 SD 2033-07-16 4.401600 25500000.00 66512.04 Agency Collateralized Mortgage Obligation GNII SF BG8674 C 2048-04-20 3.000000 1723923.00 1624717.70 Agency Mortgage-Backed Securities FNRA CL113SA R10F113 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Agency Collateralized Mortgage Obligation FGRA 3425SV 08/15/35 2035-08-15 3.891000 65000000.00 342271.10 Agency Collateralized Mortgage Obligation FGRA 03403S 12/15/37 2037-12-15 4.121000 60357142.00 521432.52 Agency Collateralized Mortgage Obligation FNRA CL020DS R09F020 2039-04-25 5.184000 47409256.00 1461156.17 Agency Collateralized Mortgage Obligation FGRA 3152SY 03/15/36 2036-03-15 4.321000 117787959.00 1792686.04 Agency Collateralized Mortgage Obligation FNRA CL006SH R07F006 2037-02-25 3.834000 74000000.00 1536584.22 Agency Collateralized Mortgage Obligation FNRA CL115EI R06F115 2036-12-25 4.424200 116075000.00 1688885.30 Agency Collateralized Mortgage Obligation FNST TR0413 C33 RC 2042-07-01 4.500000 84981631.00 6968722.16 Agency Collateralized Mortgage Obligation FNRA CL036TS R06F036 2036-05-25 4.484000 42724115.00 768173.50 Agency Collateralized Mortgage Obligation FNRA CL008PS R06F008 2036-03-25 4.384000 50000000.00 806750.92 Agency Collateralized Mortgage Obligation FNRA 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Agency Collateralized Mortgage Obligation FGRA 4461SA 04/15/45 2045-04-15 4.041000 38192242.00 2798396.70 Agency Collateralized Mortgage Obligation FGRA 4461AS 04/15/45 2045-04-15 3.441600 33433519.00 1322552.35 Agency Collateralized Mortgage Obligation FGRA 4331SE 04/15/44 2044-04-15 3.841000 10911305.00 569369.70 Agency Collateralized Mortgage Obligation FGRA 4313MS 04/15/39 2039-04-15 3.991600 45607266.00 1693440.64 Agency Collateralized Mortgage Obligation FGRA 4280ES 12/15/43 2043-12-15 3.791600 21000000.00 1463326.74 Agency Collateralized Mortgage Obligation FGRA 4248SL 05/15/41 2041-05-15 3.891600 126300000.00 4195807.36 Agency Collateralized Mortgage Obligation FGRA 4240SA 08/15/43 2043-08-15 3.841000 1200000.00 105164.72 Agency Collateralized Mortgage Obligation FGRA 4224PS 01/15/43 2043-01-15 3.941000 43293333.00 2581624.39 Agency Collateralized Mortgage Obligation FGRA 4215NS 06/15/43 2043-06-15 3.991600 20532314.00 1706662.09 Agency Collateralized Mortgage Obligation FGRA 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Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-01-01 5.804000 2439.00 128.98 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-01-01 4.192000 2705.00 30.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-07-01 6.000000 2816.00 27.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 4.477000 4712.00 75.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-07-01 3.750000 4751.00 4702.31 Agency Mortgage-Backed Securities GNMA_07-51A 2037-04-20 2.679630 8599.00 58.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2033-07-11 3.930000 10000.00 9827.39 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2036-03-14 5.625000 10000.00 12611.98 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-11-01 4.640000 10745.00 195.68 Agency Mortgage-Backed Securities GNMA_07-41A 2037-07-20 2.579630 10828.00 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Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2038-03-23 3.940000 500000.00 484314.72 Agency Debentures and Agency Strips FNMA_12-150 2043-01-25 2.577930 821250.00 549567.48 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 1.718620 942700.00 529984.92 Agency Collateralized Mortgage Obligation FNMA_16-26 2042-11-25 1.825290 1013392.00 647624.64 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 3.500000 1015908.00 975355.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 1035958.00 966077.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-11-01 6.000000 1090814.00 325583.47 Agency Mortgage-Backed Securities FNMA_13-34B 2043-04-25 2.577930 1100000.00 512735.04 Agency Collateralized Mortgage Obligation FNMA_15-17B 2043-05-25 3.150230 1150750.00 723020.97 Agency Collateralized Mortgage Obligation GNMA_18-131 2047-12-20 3.000000 1266789.00 1172889.22 Agency Collateralized 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1224815.54 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_13-30 2043-04-25 2.616000 1724040.00 1166477.54 Agency Collateralized Mortgage Obligation FNSTR_422 2045-12-25 3.000000 1979628.00 256179.39 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT BANKS FUNDING CORP 2032-12-22 3.470000 1999000.00 1910699.73 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-02-01 2.499000 2005474.00 764980.18 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-02-01 3.702000 2170750.00 1932377.76 Agency Mortgage-Backed Securities FNMA_11-109 2041-08-25 4.500000 2237000.00 3199062.84 Agency Collateralized Mortgage Obligation FHLMC_4237B 2043-05-15 3.577000 2299999.00 1897940.08 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-06-01 4.189000 2341961.00 1420712.58 Agency Mortgage-Backed Securities FHLMC_4141B 2042-12-15 1.416000 2465000.00 843727.58 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-12-01 3.000000 2507077.00 699796.35 Agency Mortgage-Backed Securities FNMS_41-8A 2033-08-25 3.000000 2665958.00 164916.20 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2048-01-01 4.000000 2679000.00 2521530.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-03-01 5.500000 2780034.00 75456.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-05-01 2.835000 3036611.00 698256.52 Agency Mortgage-Backed Securities FANNIEMAE STRIP FNSTR_413 2042-07-25 4.000000 3058767.00 251334.49 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-02-01 5.000000 3450409.00 792707.17 Agency Mortgage-Backed Securities FHLMC_39-65 2041-11-15 4.000000 3500000.00 3030169.51 Agency Collateralized Mortgage Obligation FNMA_15-11 2043-12-25 4.000000 3639000.00 4082369.08 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-10-01 2.215000 3689932.00 1352232.74 Agency 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Mortgage Obligation GINNIE MAE II 2039-10-20 3.125000 4925000.00 428621.86 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 4999200.00 4256723.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 4999800.00 5525849.72 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-72 2048-05-20 3.500000 5010652.00 4575149.98 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-07-01 4.836000 5173705.00 74466.98 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 5263900.00 7292661.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.750000 5267700.00 5251715.55 U.S. Treasuries (including strips) FNMA_06-110A 2036-11-25 5.500000 5500000.00 68816.45 Agency Collateralized Mortgage Obligation FNMS_41-8A 2028-08-25 2.500000 5546654.00 194925.79 Agency Collateralized Mortgage Obligation FHLMC_39-39 2041-03-15 4.000000 5853519.00 5578174.75 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2019-03-27 3.750000 5890000.00 5940462.58 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-02-28 1.500000 6000000.00 5997345.75 U.S. Treasuries (including strips) FHLMC_41-36 2042-07-15 3.970500 6052399.00 438397.64 Agency Collateralized Mortgage Obligation FNMA_16-40 2046-07-25 3.000000 6362990.00 5796397.50 Agency Collateralized Mortgage Obligation FHLMC_39-97 2042-02-15 3.500000 6420915.00 7839338.15 Agency Collateralized Mortgage Obligation FNMA_15-40 2045-05-25 3.500000 6467379.00 6609183.07 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-07-01 2.250000 6543474.00 2706746.61 Agency Mortgage-Backed Securities FHLMC_3830 2039-10-15 4.500000 6571333.00 10874.35 Agency Collateralized Mortgage Obligation GNMA_18-14 2048-01-20 3.500000 6658633.00 5873256.78 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-05-01 4.081000 6714189.00 3501067.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-05-01 3.940000 6727704.00 348704.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 4.000000 6750035.00 5003256.46 Agency Mortgage-Backed Securities GNR_14-168 2055-08-16 3.379220 7000000.00 7297897.83 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 2.467000 7362078.00 2809139.45 Agency Mortgage-Backed Securities GNMA_17-156 2040-12-20 6.622320 7667765.00 6185033.98 Agency Collateralized Mortgage Obligation FHLMC_41-34 2042-11-15 2.692800 7697000.00 3215875.96 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-06-01 4.500000 7760755.00 745944.14 Agency Mortgage-Backed Securities FNMA_14-49 2041-07-25 3.000000 7944332.00 239499.98 Agency Collateralized Mortgage Obligation FNMA_14-49 2041-09-25 3.500000 7991428.00 158243.06 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.125000 8126400.00 7773054.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 8202300.00 7489504.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 8942000.00 8116019.20 U.S. Treasuries (including strips) GNMA_15-64 2045-05-20 2.000000 9274778.00 7205002.36 Agency Collateralized Mortgage Obligation FHLMC_4250 2030-07-15 3.000000 9662444.00 225946.66 Agency Collateralized Mortgage Obligation FNMA_13-64 2033-06-25 3.000000 10000000.00 718330.21 Agency Collateralized Mortgage Obligation FNMA_17-83 2047-10-25 4.000000 10000000.00 2199392.35 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 5.680000 10003000.00 393233.49 Agency Mortgage-Backed Securities FNMA_14-21E 2041-04-25 3.000000 10018895.00 153669.16 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-06-01 4.648000 10054375.00 414989.06 Agency Mortgage-Backed Securities FNMA_11-140D 2042-01-25 4.000000 10125000.00 7344974.19 Agency Collateralized Mortgage Obligation FHLMC_4084 2029-03-15 4.000000 10129000.00 948291.16 Agency Collateralized Mortgage Obligation GNMA_18-24C 2048-02-20 3.000000 10162128.00 8817319.60 Agency Collateralized Mortgage Obligation GNMA_18-22D 2048-02-20 3.500000 10263857.00 1732200.52 Agency Collateralized Mortgage Obligation FHLMC_3006 2035-07-15 3.860500 10625000.00 118716.21 Agency Collateralized Mortgage Obligation FNMA_16-69 2046-03-25 3.000000 10886545.00 1043210.59 Agency Collateralized Mortgage Obligation FNMA_14-36 2043-04-25 3.918620 11226571.00 466250.07 Agency Collateralized Mortgage Obligation FNMA_15-89 2045-12-25 4.000000 11250000.00 1237279.79 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2042-09-01 4.000000 11468185.00 4628741.55 Agency Mortgage-Backed Securities FNMA_13-127 2039-05-25 3.500000 11999834.00 314052.65 Agency Collateralized Mortgage Obligation FNMA_17-87 2047-11-25 3.918620 12000000.00 1884534.40 Agency Collateralized Mortgage Obligation FHLMC_42-55 2030-06-15 3.000000 12500000.00 352017.41 Agency Collateralized Mortgage Obligation FNMA_05-25 2035-04-25 7.000000 12500000.00 72472.33 Agency Collateralized Mortgage Obligation GNMA_11-158 2041-09-20 4.000000 12500000.00 579269.18 Agency Collateralized Mortgage Obligation GNMA_18-132 2060-06-16 3.000000 13403426.00 13908920.33 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 13505828.00 326666.77 Agency Mortgage-Backed Securities FNMA_18-67D 2048-09-25 3.918620 13600000.00 2444732.61 Agency Collateralized Mortgage Obligation FHLMC_3072 2035-11-15 15.291830 13636364.00 2382421.81 Agency Collateralized Mortgage Obligation FNMA_18-35C 2047-11-25 3.500000 13950662.00 2031441.32 Agency Collateralized Mortgage Obligation FHLMC_4748G 2048-01-15 3.920500 14106592.00 2374283.96 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-15 2.000000 14130300.00 13953806.41 U.S. Treasuries (including strips) FNMA_13-33 2032-11-25 3.000000 14166666.00 526289.60 Agency Collateralized Mortgage Obligation FHLMC_46-78 2047-04-15 4.000000 14484891.00 2388606.02 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 14950200.00 14763938.58 U.S. Treasuries (including strips) FHLMC_38-30 2039-10-15 4.500000 15000000.00 24822.26 Agency Collateralized Mortgage Obligation FNMA_07-92E 2037-09-25 4.168620 15000000.00 106135.08 Agency Collateralized Mortgage Obligation FHLMC_6 2036-04-15 6.000000 15200000.00 5788784.11 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-05-01 4.263000 15243024.00 1708306.79 Agency Mortgage-Backed Securities GNMA_12-26A 2042-02-20 2.629630 15248600.00 5264835.11 Agency Collateralized Mortgage Obligation FHLMC_4136 2042-11-15 3.870500 15285714.00 1222358.97 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-09-30 1.375000 16000000.00 15831232.26 U.S. Treasuries (including strips) FHLMC_47-25 2047-08-15 3.870500 16029782.00 2636058.23 Agency Collateralized Mortgage Obligation GNMA_18-96A 2060-08-16 3.000000 16115844.00 13397437.38 Agency Collateralized Mortgage Obligation FHLMC_4623 2046-10-15 3.770500 16808475.00 1684928.08 Agency Collateralized Mortgage Obligation FNMA_18-16H 2048-03-25 3.968620 16816329.00 2936144.04 Agency Collateralized Mortgage Obligation FNMA_13-100 2031-01-25 3.000000 16835048.00 403174.97 Agency Collateralized Mortgage Obligation FNMA_13-25 2041-01-25 2.500000 17100000.00 347733.16 Agency Collateralized Mortgage Obligation FNSTR-387 2038-03-25 5.000000 17219204.00 122405.24 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-11-01 4.364000 17557248.00 3899104.64 Agency Mortgage-Backed Securities GNMA_18-87 2060-04-16 0.335130 17585875.00 1415750.83 Agency Collateralized Mortgage Obligation FHLMC_45-80 2043-04-15 4.000000 17589001.00 1338778.72 Agency Collateralized Mortgage Obligation FNMA_15-76 2042-06-25 4.000000 17986232.00 4242902.19 Agency Collateralized Mortgage Obligation FNMA_15-34 2045-06-25 5.500000 18184563.00 1348720.32 Agency Collateralized Mortgage Obligation FNMA_12-14 2042-03-25 3.618620 19000000.00 801855.93 Agency Collateralized Mortgage Obligation GNMA_10-113F 2036-09-20 4.370370 19079000.00 41087.72 Agency Collateralized Mortgage Obligation FHLMC_4750A 2048-01-15 3.870500 19253139.00 3192426.55 Agency Collateralized Mortgage Obligation FHLMC_4136 2027-11-15 2.500000 19328307.00 584849.19 Agency Collateralized Mortgage Obligation FHLMC_4748E 2047-11-15 3.870500 19446879.00 3171408.27 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-15 3.625000 19492500.00 19960142.98 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-06-01 5.500000 19586171.00 780854.57 Agency Mortgage-Backed Securities GNMA_13-144 2043-03-20 4.470370 19832170.00 452664.42 Agency Collateralized Mortgage Obligation GNMA_12-38F 2042-03-20 2.679630 20036901.00 6272428.81 Agency Collateralized Mortgage Obligation FHLMC_46-6 2042-03-15 4.000000 20304016.00 2439592.15 Agency Collateralized Mortgage Obligation FHLMC_46-3 2044-05-15 4.000000 20339248.00 2657482.62 Agency Collateralized Mortgage Obligation FHLMC_4313 2044-03-15 3.770500 20471285.00 1013201.91 Agency Collateralized Mortgage Obligation FHLMC_48-24 2048-09-15 3.920500 20528921.00 3314710.68 Agency Collateralized Mortgage Obligation FNMA_18-63E 2048-09-25 3.918620 20550859.00 3241589.59 Agency Collateralized Mortgage Obligation FNMA_12-61 2041-08-25 4.000000 20568999.00 970330.01 Agency Collateralized Mortgage Obligation GNMA_18-63E 2048-04-20 3.920370 20721000.00 3074760.41 Agency Collateralized Mortgage Obligation FNMA_13-106 2030-08-25 3.000000 20833333.00 560705.59 Agency Collateralized Mortgage Obligation FNMA_15-22 2045-04-25 3.000000 21128421.00 1703691.46 Agency Collateralized Mortgage Obligation FNMA_12-19 2042-03-25 4.168620 21315952.00 981755.12 Agency Collateralized Mortgage Obligation FNMA_17-109A 2048-01-25 3.918620 21330187.00 3388543.32 Agency Collateralized Mortgage Obligation GNMA_18-H02B 2068-02-20 1.555500 21617224.00 1765452.60 Agency Collateralized Mortgage Obligation GNMA_18-115K 2048-08-20 3.920370 22045674.00 3375372.34 Agency Collateralized Mortgage Obligation FHLMC_45-59 2044-12-15 4.000000 22113706.00 2182507.79 Agency Collateralized Mortgage Obligation FHLMC_45-39 2045-12-15 4.000000 22125000.00 2416926.49 Agency Collateralized Mortgage Obligation FHLMC_4740G 2047-11-15 3.870500 22490484.00 3371895.74 Agency Collateralized Mortgage Obligation GNMA_14-H11 2064-06-20 1.642470 22518674.00 701910.37 Agency Collateralized Mortgage Obligation GNMA_17-H11 2067-04-20 2.125690 22535386.00 1438757.71 Agency Collateralized Mortgage Obligation FHSTR_303 2040-12-15 4.500000 22604621.00 1592438.35 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 22745000.00 132999.41 Agency Collateralized Mortgage Obligation GNMA_14-3B 2043-03-20 3.870370 22755280.00 435949.06 Agency Collateralized Mortgage Obligation FNMA_13-105 2040-08-25 5.000000 23004715.00 846724.11 Agency Collateralized Mortgage Obligation FHLMC_4105 2042-09-15 3.820500 23714285.00 1323602.04 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-36 2046-06-25 3.668620 23923267.00 2768817.01 Agency Collateralized Mortgage Obligation GNMA_16-147B 2046-10-20 3.820370 23940171.00 2651490.95 Agency Collateralized Mortgage Obligation FHLMC_4606A 2046-08-15 3.720500 24693359.00 3563103.00 Agency Collateralized Mortgage Obligation FNMA_12-30 2040-10-25 4.000000 25000000.00 1034818.23 Agency Collateralized Mortgage Obligation FNMA_12-107 2040-05-25 3.768620 25000000.00 1184770.75 Agency Collateralized Mortgage Obligation FNMA_13-9E 2031-11-25 3.000000 25000000.00 1111730.67 Agency Collateralized Mortgage Obligation FNMA_15-42 2045-06-25 3.918620 25000000.00 1345912.08 Agency Collateralized Mortgage Obligation FNMA_17-68A 2047-09-25 3.868620 25000000.00 4191812.56 Agency Collateralized Mortgage Obligation FNMA_17-97B 2047-12-25 3.918620 25000000.00 4118795.39 Agency Collateralized Mortgage Obligation FHLMC_4186 2033-03-15 3.000000 25000000.00 1370277.76 Agency Collateralized Mortgage Obligation GNMA_16-54D 2046-04-20 3.770370 25000000.00 2941208.69 Agency Collateralized Mortgage Obligation GNMA_16-107E 2046-08-20 3.820370 25000000.00 2915260.57 Agency Collateralized Mortgage Obligation GNMA_09-116 2037-05-16 4.270250 25208333.00 15678.16 Agency Collateralized Mortgage Obligation GNMA_14-117B 2044-08-20 3.920370 25686585.00 1661731.83 Agency Collateralized Mortgage Obligation GNMA_16-37V 2046-03-20 3.820370 25754870.00 1890758.92 Agency Collateralized Mortgage Obligation FNMA_17-100 2047-12-25 3.868620 25955215.00 4331448.57 Agency Collateralized Mortgage Obligation FHLMC_48-15 2048-08-15 3.920500 26000000.00 4126220.46 Agency Collateralized Mortgage Obligation FNMA_12-63E 2042-06-25 4.500000 26666666.00 2014326.85 Agency Collateralized Mortgage Obligation FHLMC_45-59 2031-03-15 2.500000 27000000.00 1836466.89 Agency Collateralized Mortgage Obligation FNMA_10-68 2040-07-25 2.718620 27000000.00 445584.22 Agency Collateralized Mortgage Obligation FNMA_12-98 2027-04-25 3.000000 27500000.00 688254.35 Agency Collateralized Mortgage Obligation FHLMC_4753K 2048-01-15 3.870500 27668862.00 4612936.60 Agency Collateralized Mortgage Obligation FHLMC_4215 2038-03-15 3.500000 28052142.00 516403.54 Agency Collateralized Mortgage Obligation GNMA_16-163E 2043-09-20 0.510940 28190974.00 582224.58 Agency Collateralized Mortgage Obligation FNMA_13-41 2038-04-25 4.000000 28402812.00 1851453.61 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 5.500000 28442809.00 170554.11 Agency Collateralized Mortgage Obligation GNMA_16-153 2046-11-20 3.500000 28571428.00 4178319.27 Agency Collateralized Mortgage Obligation FHLMC_4276 2031-09-15 3.000000 28657713.00 1130478.69 Agency Collateralized Mortgage Obligation FNMA_06-30D 2036-05-25 25.671720 28943922.00 459177.58 Agency Collateralized Mortgage Obligation FHLMC_44-50 2044-09-15 4.000000 28968500.00 2220514.81 Agency Collateralized Mortgage Obligation FNMA_18-31D 2048-05-25 3.918620 29650692.00 4298453.77 Agency Collateralized Mortgage Obligation FNSTR_385 2037-11-01 5.000000 29879635.00 338064.52 Agency Collateralized Mortgage Obligation FNMA_12-151 2043-01-25 5.000000 30000000.00 1803962.22 Agency Collateralized Mortgage Obligation FNMA_18-59C 2048-08-25 3.918620 30000000.00 4657122.95 Agency Collateralized Mortgage Obligation FHLMC_12-4012 2040-12-15 3.720500 30000000.00 538810.36 Agency Collateralized Mortgage Obligation GNMA_14-6 2044-01-16 3.820250 30000000.00 1009971.84 Agency Collateralized Mortgage Obligation GNMA_15-161 2045-11-20 3.920370 30063147.00 2892665.52 Agency Collateralized Mortgage Obligation GNMA_17-60C 2038-02-20 4.220370 30112033.00 2518084.57 Agency Collateralized Mortgage Obligation FNMA_18-28D 2048-05-25 3.918620 30363779.00 5435049.52 Agency Collateralized Mortgage Obligation FHLMC_12-4089 2027-08-15 3.000000 30644558.00 975767.56 Agency Collateralized Mortgage Obligation FNMA_17-74B 2047-10-25 3.918620 30846280.00 4925060.74 Agency Collateralized Mortgage Obligation FNMS_41-8A 2033-10-25 4.000000 30860691.00 1930293.52 Agency Collateralized Mortgage Obligation FNSTR_407 2039-01-25 6.000000 31314046.00 731379.84 Agency Collateralized Mortgage Obligation FNMA_18-15M 2058-03-25 1.595510 31472669.00 1457771.18 Agency Collateralized Mortgage Obligation FHLMC_42-1 2028-05-15 3.000000 31478046.00 725541.10 Agency Collateralized Mortgage Obligation FNMA_10-152 2041-01-25 3.718620 31600000.00 1230689.27 Agency Collateralized Mortgage Obligation FHLMC_44-35 2033-02-15 3.000000 31624607.00 1048027.13 Agency Collateralized Mortgage Obligation FNMA_14-79 2044-12-25 3.868620 31760000.00 2787731.68 Agency Collateralized Mortgage Obligation FNMA_14-39 2032-12-25 3.000000 31822612.00 1284956.18 Agency Collateralized Mortgage Obligation GNMA_11-61A 2041-02-20 4.320370 32451593.00 993173.98 Agency Collateralized Mortgage Obligation GNMA_16-57A 2046-04-20 3.770370 32805266.00 4186816.40 Agency Collateralized Mortgage Obligation FNMA_13-10 2043-02-25 3.868620 32817148.00 3030758.82 Agency Collateralized Mortgage Obligation FNMA_17-56A 2047-07-25 3.868620 33304475.00 5648224.28 Agency Collateralized Mortgage Obligation GNMA_18-79A 2048-06-20 3.920370 33334912.00 4943598.08 Agency Collateralized Mortgage Obligation FNMA_14-64 2032-04-25 3.500000 33338142.00 898400.62 Agency Collateralized Mortgage Obligation FNMA_17-104A 2048-01-25 3.868620 33612575.00 5443782.01 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 3.668620 33798669.00 879775.48 Agency Collateralized Mortgage Obligation FNMA_13-10 2043-02-25 3.868620 34421052.00 3227319.76 Agency Collateralized Mortgage Obligation FHLMC_4060 2042-05-15 4.370500 34935554.00 1154296.01 Agency Collateralized Mortgage Obligation GNMA_10-61 2040-05-20 4.270370 34959262.00 731057.91 Agency Collateralized Mortgage Obligation FNMA_17-1C 2047-02-25 3.768620 35000000.00 4572467.76 Agency Collateralized Mortgage Obligation FHLMC_4136G 2042-11-15 3.870500 35000000.00 2680518.29 Agency Collateralized Mortgage Obligation FHLMC_4741B 2047-12-15 3.870500 35000000.00 5736159.24 Agency Collateralized Mortgage Obligation GNMA_15-138A 2045-09-20 3.390370 35333333.00 3945802.20 Agency Collateralized Mortgage Obligation GNMA_14-117 2044-08-20 3.320370 35588235.00 1806931.11 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_232 2035-08-01 5.000000 36026670.00 261569.44 Agency Collateralized Mortgage Obligation FNMA_12-71C 2042-07-25 4.318620 36126447.00 1026876.37 Agency Collateralized Mortgage Obligation FHLMC_4030D 2042-01-15 5.000000 36256000.00 1246622.30 Agency Collateralized Mortgage Obligation FHLMC_4403C 2032-07-15 3.500000 36552141.00 1611844.99 Agency Collateralized Mortgage Obligation FHSTR_286 2042-10-15 3.820500 36873438.00 2561148.83 Agency Collateralized Mortgage Obligation FNMA_13-26 2032-04-25 3.000000 36874999.00 1193407.12 Agency Collateralized Mortgage Obligation FHLMC_4074 2042-07-15 4.340500 37430744.00 2424195.06 Agency Collateralized Mortgage Obligation GNMA_14-42 2044-03-20 3.820370 37617558.00 1682892.53 Agency Collateralized Mortgage Obligation FHLMC_4224 2043-07-15 4.370500 37686144.00 2120780.83 Agency Collateralized Mortgage Obligation FHLMC_39-97 2042-02-15 4.170500 38333333.00 2262659.26 Agency Collateralized Mortgage Obligation FHLMC_4076 2042-07-15 4.420500 38592250.00 3104735.23 Agency Collateralized Mortgage Obligation FNMS_03-85 2037-11-01 6.000000 38704587.00 239724.03 Agency Collateralized Mortgage Obligation FNMA_12-55 2042-05-25 4.268620 38708337.00 2048599.88 Agency Collateralized Mortgage Obligation FNMA_12-22 2040-11-25 4.500000 38736333.00 1687125.70 Agency Collateralized Mortgage Obligation FHLMC_45-40 2045-12-15 4.000000 39055000.00 3846911.32 Agency Collateralized Mortgage Obligation FNMA_17-11C 2047-03-25 3.768620 39166666.00 4759543.84 Agency Collateralized Mortgage Obligation FNMA_17-93B 2047-11-25 3.868620 39576276.00 6170053.20 Agency Collateralized Mortgage Obligation GNMA_16-156 2046-11-20 4.000000 39597334.00 6246530.64 Agency Collateralized Mortgage Obligation GNMA_16-17M 2046-02-20 3.820370 39655507.00 5331743.07 Agency Collateralized Mortgage Obligation FHLMC_46-6 2044-09-15 4.000000 39695756.00 4318064.80 Agency Collateralized Mortgage Obligation GNMA_11-91 2041-06-20 3.770370 40000000.00 927047.18 Agency Collateralized Mortgage Obligation GNMA_13-152 2043-06-20 4.420370 40000000.00 1892156.41 Agency Collateralized Mortgage Obligation GNMA_14-56F 2044-04-20 3.920370 40000000.00 1630511.56 Agency Collateralized Mortgage Obligation FNMA_12-134 2042-12-25 3.868620 40243571.00 3249741.37 Agency Collateralized Mortgage Obligation FHLMC_4468E 2045-05-15 3.920500 40598754.00 4060489.24 Agency Collateralized Mortgage Obligation FNMA_16-1 2046-02-25 3.868620 40855941.00 3941576.42 Agency Collateralized Mortgage Obligation GNMA_18-104A 2048-08-20 3.920370 41666666.00 6666557.95 Agency Collateralized Mortgage Obligation FHLMC_41-13 2042-09-15 3.720500 42654372.00 3168385.15 Agency Collateralized Mortgage Obligation FHLMC_12-262 2042-07-15 4.220500 42705734.00 3590888.17 Agency Collateralized Mortgage Obligation GNMA_13-147 2039-12-20 4.470370 43323500.00 1936736.79 Agency Collateralized Mortgage Obligation FNSTR_378 2035-06-25 5.000000 43374031.00 278508.15 Agency Collateralized Mortgage Obligation FNMA_17-69 2047-09-25 3.868620 43700000.00 7051010.15 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3842 2040-06-15 3.690500 43797192.00 573977.83 Agency Collateralized Mortgage Obligation FHLMC_40-30 2042-04-15 4.170500 45000000.00 1696669.99 Agency Collateralized Mortgage Obligation FHLMC_41-56 2031-10-15 3.000000 45000000.00 1922499.88 Agency Collateralized Mortgage Obligation GNMA_11-30 2041-02-20 4.320370 45372333.00 896184.69 Agency Collateralized Mortgage Obligation FNMA_14-70 2044-11-25 4.368620 45888103.00 3309793.54 Agency Collateralized Mortgage Obligation FHLMC_45-30 2044-04-15 4.000000 45967684.00 1939557.84 Agency Collateralized Mortgage Obligation FNMA_12-97 2027-09-25 3.000000 46297557.00 1451899.08 Agency Collateralized Mortgage Obligation GNMA_10-115C 2040-09-20 4.320370 46354711.00 1188629.07 Agency Collateralized Mortgage Obligation FNMA_12-119 2042-11-25 3.868620 46875000.00 3146403.50 Agency Collateralized Mortgage Obligation GNMA_17-H10 2067-04-20 2.088480 48588437.00 3988359.38 Agency Collateralized Mortgage Obligation FHLMC_265 2042-06-15 3.670500 48620912.00 2603178.01 Agency Collateralized Mortgage Obligation FHLMC_40-92 2042-03-15 3.870500 49176935.00 2156489.99 Agency Collateralized Mortgage Obligation FNMS_03-98 2039-05-25 5.000000 49230962.00 402116.54 Agency Collateralized Mortgage Obligation GNMA_18-115E 2048-08-20 3.920370 49711500.00 5077267.03 Agency Collateralized Mortgage Obligation FNMA_18-36A 2048-06-25 3.918620 49833841.00 7231783.03 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 4.268620 50000000.00 3549846.19 Agency Collateralized Mortgage Obligation FNMA_14-91 2045-01-25 3.868620 50000000.00 4864421.57 Agency Collateralized Mortgage Obligation FHLMC_36-77 2040-05-15 4.270500 50000000.00 761482.61 Agency Collateralized Mortgage Obligation FHLMC_39-07 2041-08-15 4.170500 50000000.00 1940211.49 Agency Collateralized Mortgage Obligation FHLMC_4523A 2038-08-15 1.518050 50000000.00 1050649.92 Agency Collateralized Mortgage Obligation FNMA_07-92 2037-09-25 4.143620 50000000.00 348441.52 Agency Collateralized Mortgage Obligation FNMA_10-133 2040-11-25 3.718620 50000000.00 1380453.46 Agency Collateralized Mortgage Obligation GNMA_10-116 2040-09-20 3.620370 50000000.00 977541.32 Agency Collateralized Mortgage Obligation GNMA_10-134 2040-10-20 4.340370 50000000.00 1154160.78 Agency Collateralized Mortgage Obligation GNMA_10-158 2040-12-20 3.770370 50000000.00 1231332.35 Agency Collateralized Mortgage Obligation GNMA_11-69 2041-05-20 3.120370 50000000.00 1454501.29 Agency Collateralized Mortgage Obligation GNMA_16-146F 2046-10-20 3.820370 50000000.00 7997884.88 Agency Collateralized Mortgage Obligation GNMA_18-108B 2060-08-16 0.464600 50018248.00 4266804.78 Agency Collateralized Mortgage Obligation FHLMC_4473 2045-05-15 3.320500 50227920.00 3421278.39 Agency Collateralized Mortgage Obligation FHSTR_279 2042-09-15 3.770500 50539734.00 3044266.28 Agency Collateralized Mortgage Obligation FNMA_17-86C 2047-11-25 3.868620 50775172.00 8154727.93 Agency Collateralized Mortgage Obligation FHLMC_41-10 2040-01-15 4.370500 51157007.00 2715308.99 Agency Collateralized Mortgage Obligation FNS_374 2036-08-01 5.500000 51412063.00 293164.39 Agency Collateralized Mortgage Obligation FHLMC_4461 2045-04-15 3.920500 51428571.00 4953070.18 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-07-20 3.770370 51572254.00 2080124.36 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-07-16 3.920250 51610125.00 2205340.36 Agency Collateralized Mortgage Obligation GNMA_14-4 2043-05-16 4.470250 51620588.00 1858976.61 Agency Collateralized Mortgage Obligation FHLS_28-1 2042-10-15 3.720500 51800000.00 3355350.41 Agency Collateralized Mortgage Obligation FHLMC_41-77 2031-01-15 3.000000 52035786.00 1839059.62 Agency Collateralized Mortgage Obligation GNMA_11-100 2041-07-20 3.170370 52102283.00 679388.16 Agency Collateralized Mortgage Obligation GNMA_17-87A 2047-06-20 3.920370 52674911.00 8399476.77 Agency Collateralized Mortgage Obligation FHLMC_4074C 2042-03-15 4.370500 53069300.00 2265142.42 Agency Collateralized Mortgage Obligation FHLMC_4150D 2033-01-15 3.000000 53115734.00 3243207.23 Agency Collateralized Mortgage Obligation GNMA_11-151 2041-11-20 4.370370 53694158.00 2619181.18 Agency Collateralized Mortgage Obligation FHLMC_40-94 2042-08-15 3.770500 54304964.00 3457196.24 Agency Collateralized Mortgage Obligation GNMA_16-77G 2046-06-20 3.820370 55000000.00 4974928.22 Agency Collateralized Mortgage Obligation FNMA_17-104A 2048-01-25 3.868620 55820354.00 9013626.59 Agency Collateralized Mortgage Obligation FHLMC_3979 2040-05-15 5.000000 56250629.00 536385.80 Agency Collateralized Mortgage Obligation GNMA_07-53 2037-09-16 2.759750 57000000.00 5523337.54 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 3.400370 57000000.00 1030665.05 Agency Collateralized Mortgage Obligation GNMA_10-164C 2039-01-20 3.820370 58374950.00 794101.70 Agency Collateralized Mortgage Obligation GNMA_17-156A 2047-10-20 3.920370 58646625.00 8292175.45 Agency Collateralized Mortgage Obligation FHLMC_3311 2037-05-15 2.519500 58715168.00 5586995.22 Agency Collateralized Mortgage Obligation FHLMC_40-13 2039-02-15 4.000000 59500000.00 1344946.02 Agency Collateralized Mortgage Obligation GNMA_15-142C 2045-10-20 3.400370 59530888.00 4365511.47 Agency Collateralized Mortgage Obligation GNMA_18-97B 2048-07-20 3.920370 60436828.00 8687638.10 Agency Collateralized Mortgage Obligation FHLMC_4120J 2032-10-15 3.000000 60511093.00 3635457.00 Agency Collateralized Mortgage Obligation FHLMC_39-13 2041-08-15 4.220500 62500000.00 932228.74 Agency Collateralized Mortgage Obligation FNMA_13-61 2033-06-25 3.000000 63000000.00 4390505.44 Agency Collateralized Mortgage Obligation FNMA_12-89C 2042-08-25 3.500000 65268540.00 4494601.35 Agency Collateralized Mortgage Obligation FHSTR_12-268 2042-08-15 3.720500 65979927.00 4408438.67 Agency Collateralized Mortgage Obligation FNMA_12-112 2031-11-25 3.000000 66322582.00 2883616.81 Agency Collateralized Mortgage Obligation FNMA_13-23F 2043-03-25 1.418390 67726594.00 815831.54 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-06-01 4.470000 70600904.00 1345384.60 Agency Mortgage-Backed Securities GNMA_10-57 2040-05-20 4.220370 72180000.00 1494416.41 Agency Collateralized Mortgage Obligation FNMA_15-54A 2045-07-25 3.868620 74828001.00 8891979.08 Agency Collateralized Mortgage Obligation FHSTR_240 2036-07-15 5.420500 75000000.00 227891.00 Agency Collateralized Mortgage Obligation GNMA_10-131 2040-10-16 4.340250 75000000.00 1175369.18 Agency Collateralized Mortgage Obligation FHLMC_40-30 2042-04-15 3.680500 76000000.00 1700968.03 Agency Collateralized Mortgage Obligation FHLMC_3753C 2040-11-15 3.720500 76250000.00 1926714.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163 2046-02-16 1.146840 77942100.00 5507335.08 Agency Collateralized Mortgage Obligation FNSTR_418 2028-08-25 3.000000 81452637.00 2920117.03 Agency Collateralized Mortgage Obligation FNMA_10-46 2040-05-25 4.168620 81756126.00 821887.97 Agency Collateralized Mortgage Obligation GNMA_18-110A 2060-01-16 0.719650 82000000.00 6323446.03 Agency Collateralized Mortgage Obligation FNMA_03-63 2033-07-25 6.000000 82497632.00 471589.38 Agency Collateralized Mortgage Obligation FHLMC_4138 2027-12-15 3.500000 83744460.00 2421339.37 Agency Collateralized Mortgage Obligation FNMA_10-54 2040-06-25 6.000000 85326318.00 1709422.19 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-11-25 4.500000 85388316.00 1697555.73 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-08-20 3.770370 87600000.00 3644889.49 Agency Collateralized Mortgage Obligation GNMA_16-64 2057-06-16 1.037390 88964576.00 6255127.18 Agency Collateralized Mortgage Obligation FNMA_10-99 2039-03-25 3.818620 90000000.00 123242.49 Agency Collateralized Mortgage Obligation FNMA_07-54 2037-06-25 2.521380 91239886.00 4098832.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-143 2054-05-16 0.810260 92000000.00 1842073.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2058-09-16 0.629740 96400000.00 4595304.84 Agency Collateralized Mortgage Obligation FNMA_07-54 2037-06-25 2.521380 97319976.00 7398357.37 Agency Collateralized Mortgage Obligation FNMA_13-26 2043-04-25 3.868620 99268317.00 7148073.49 Agency Collateralized Mortgage Obligation GNMA_07-45B 2037-07-20 2.639630 99976853.00 4107233.14 Agency Collateralized Mortgage Obligation GNMA_07-37 2037-06-16 2.609750 99999000.00 8243743.13 Agency Collateralized Mortgage Obligation FHLMC_4521 2041-05-15 1.498650 100000000.00 2216598.49 Agency Collateralized Mortgage Obligation FNMA_06-20 2036-04-25 4.308620 100000000.00 583832.51 Agency Collateralized Mortgage Obligation FHLMC_3138 2036-02-15 4.920500 100000000.00 454277.62 Agency Collateralized Mortgage Obligation FHLMC_3379 2037-10-15 4.100500 100000000.00 834669.29 Agency Collateralized Mortgage Obligation FHLMC_3415A 2035-08-15 3.980500 100000000.00 548243.78 Agency Collateralized Mortgage Obligation GNMA_06-65 2036-11-20 5.060370 100000000.00 519463.61 Agency Collateralized Mortgage Obligation GNMA_08-88 2038-10-20 4.520370 100000000.00 442685.25 Agency Collateralized Mortgage Obligation GNMA_10-121 2040-09-20 3.770370 100000000.00 2160423.74 Agency Collateralized Mortgage Obligation GNMA_07-41A 2037-07-20 2.579630 104067212.00 8269101.94 Agency Collateralized Mortgage Obligation FNMA_14-66 2040-01-25 4.000000 106808508.00 821262.49 Agency Collateralized Mortgage Obligation FHLMC_3622A 2037-06-15 1.028960 107568284.00 348960.90 Agency Collateralized Mortgage Obligation FHLS_32-6 2044-03-15 3.670500 107750000.00 8945574.57 Agency Collateralized Mortgage Obligation FHLMC_3117F 2036-02-15 4.870500 110000000.00 432348.27 Agency Collateralized Mortgage Obligation FNSTR_337 2033-06-01 5.000000 111326626.00 555828.45 Agency Collateralized Mortgage Obligation GNMA_11-75 2041-05-20 4.320370 115000000.00 2480965.84 Agency Collateralized Mortgage Obligation FNMA_15-51A 2045-07-25 3.318620 115287659.00 7021683.85 Agency Collateralized Mortgage Obligation FHLMC_4255 2035-05-15 3.820500 117855987.00 4517173.95 Agency Collateralized Mortgage Obligation FHLS_247 2036-01-15 5.000000 119071380.00 731943.66 Agency Collateralized Mortgage Obligation FHLMC_4077 2042-07-15 3.820500 119297899.00 3062233.04 Agency Collateralized Mortgage Obligation FNMA_13-4 2028-02-25 3.000000 123529867.00 3490572.49 Agency Collateralized Mortgage Obligation GNMA_11-161 2045-04-16 0.393990 125000000.00 692315.48 Agency Collateralized Mortgage Obligation GNMA_13-193 2055-01-16 0.923620 135000000.00 3698981.17 Agency Collateralized Mortgage Obligation GNMA_11-142 2046-09-16 0.340900 150000000.00 548714.20 Agency Collateralized Mortgage Obligation GNMA_11-147 2044-10-16 0.055970 150000000.00 354308.13 Agency Collateralized Mortgage Obligation GNMA_18-108A 2060-06-16 0.441250 152305000.00 14634685.09 Agency Collateralized Mortgage Obligation FNMS_04-17 2043-04-25 2.500000 154702598.00 4006657.78 Agency Collateralized Mortgage Obligation GNMA_04-47 2034-01-16 2.719750 160831694.00 1946416.04 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-11-25 4.318620 170000000.00 1141576.69 Agency Collateralized Mortgage Obligation FNMA_07-28 2035-10-25 4.318620 184428156.00 1351706.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-35 2052-11-16 0.151090 200000000.00 647019.43 Agency Collateralized Mortgage Obligation FNW_06-W1 2046-02-25 3.910940 313476935.00 2724681.75 Agency Collateralized Mortgage Obligation FNW_05-W4 2035-10-25 4.087580 422991292.00 3147473.63 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-11-01 2018-11-07 2018-11-07 Y NATIXIS SA 1.0000 7 N Fitch A Moody's A1 Standard & Poor's A+ N N 0.0230 1000000000.00 1000000000.00 0.0114 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.270 MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLMC_131 2021-07-15 6.519500 1.00 0.00 Agency Collateralized Mortgage Obligation FHLMC_182 2021-08-15 7.000000 1.00 0.00 Agency Collateralized Mortgage Obligation FHLMC_1235 2022-04-15 7.000000 1.00 0.00 Agency Collateralized Mortgage Obligation FHLMC_2410 2032-02-15 3.259500 1.00 0.05 Agency Collateralized Mortgage Obligation FHLMC_2134 2029-03-15 6.250000 1.00 0.05 Agency Collateralized Mortgage Obligation FHLMC_22-78 2031-01-15 6.500000 1.00 0.00 Agency Collateralized Mortgage Obligation FHLMC_G27 2024-03-25 7.000000 2.00 0.03 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1175 2021-11-15 8.000000 3.00 0.01 Agency Collateralized Mortgage Obligation FHLMC_1054 2021-03-15 8.500000 11.00 0.00 Agency Collateralized Mortgage Obligation FHLMC_179 2021-07-15 9.300000 22.00 0.00 Agency Collateralized Mortgage Obligation FHLMC_G05-1 2026-05-17 7.250000 25.00 0.65 Agency Collateralized Mortgage Obligation FHLMC_2400 2032-01-15 2.779500 54.00 0.41 Agency Collateralized Mortgage Obligation FHLMC_1235 2022-04-15 0.000000 144.00 0.01 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2116 2029-01-15 6.000000 414.00 28.16 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1666 2024-01-15 6.250000 423.00 53.01 Agency Collateralized Mortgage Obligation FHLMC_1029 2020-12-15 9.000000 1000.00 1.49 Agency Collateralized Mortgage Obligation FHLMC_12-52 2022-05-15 8.000000 1000.00 8.46 Agency Collateralized Mortgage Obligation FNMA_92-58 2022-04-25 8.000000 1000.00 21.33 Agency Collateralized Mortgage Obligation FNMA_16-4 2046-02-25 3.000000 1000.00 833.23 Agency Collateralized Mortgage Obligation FHLMC_43-74 2041-09-15 3.500000 1000.00 1060.76 Agency Collateralized Mortgage Obligation FHLMC_45-28 2053-05-15 3.750000 1000.00 1029.80 Agency Collateralized Mortgage Obligation FHLMC_4678D 2047-04-15 3.000000 1000.00 838.27 Agency Collateralized Mortgage Obligation GNMA_15-179 2045-02-20 2.500000 1000.00 1013.03 Agency Collateralized Mortgage Obligation GNMA_16-5F 2046-01-20 3.000000 1000.00 810.77 Agency Collateralized Mortgage Obligation GNMA_16-5F 2046-01-20 3.000000 1000.00 857.09 Agency Collateralized Mortgage Obligation GNMA_17-101E 2047-07-20 3.250000 1000.00 968.56 Agency Collateralized Mortgage Obligation GNMA_09-116 2039-12-16 2.799750 1064.00 58.22 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-117 2036-12-25 2.631380 1353.00 17.00 Agency Collateralized Mortgage Obligation FNMA_02-60 2032-06-25 2.681380 1377.00 7.52 Agency Collateralized Mortgage Obligation FNMA_G9-319 2023-04-25 18.029790 1819.00 7.85 Agency Collateralized Mortgage Obligation FHLMC_21 2020-01-15 9.500000 1991.00 0.01 Agency Collateralized Mortgage Obligation GNMA_18-37B 2048-03-20 3.500000 2458.00 2469.40 Agency Collateralized Mortgage Obligation FHLMC_38 2037-04-15 3.500000 2934.00 125.85 Agency Collateralized Mortgage Obligation FHLMC_1602 2023-10-15 6.500000 3000.00 68.90 Agency Collateralized Mortgage Obligation FNMA_92-146 2022-08-25 8.000000 3000.00 66.70 Agency Collateralized Mortgage Obligation FNMA_17-37A 2047-05-25 3.000000 3000.00 2422.47 Agency Collateralized Mortgage Obligation FNMA_03-62B 2033-07-25 12.077990 4995.00 313.01 Agency Collateralized Mortgage Obligation FNMA_91-57 2021-05-25 6.500000 5000.00 18.37 Agency Collateralized Mortgage Obligation FNMA_93-104 2023-07-25 6.500000 5000.00 98.01 Agency Collateralized Mortgage Obligation FNMA_93-202 2023-11-25 10.000000 5000.00 285.67 Agency Collateralized Mortgage Obligation FHLMC_2614E 2033-05-15 11.894670 5000.00 268.08 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_89-34 2019-07-25 9.500000 5417.00 0.35 Agency Collateralized Mortgage Obligation FNMA_93-247 2023-12-25 10.000000 5928.00 152.48 Agency Collateralized Mortgage Obligation FHLMC_1522 2023-05-15 6.500000 6000.00 346.39 Agency Collateralized Mortgage Obligation FNMA_91-92 2021-07-25 8.500000 6000.00 14.20 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_G92-40 2022-07-25 7.000000 6000.00 49.74 Agency Collateralized Mortgage Obligation FNMA_93-163 2023-09-25 7.000000 6000.00 144.43 Agency Collateralized Mortgage Obligation FHLMC_1507 2023-05-15 7.000000 7000.00 281.08 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1560 2023-08-15 7.000000 7000.00 1661.89 Agency Collateralized Mortgage Obligation GNMA_17-93 2047-06-20 3.500000 8462.00 7234.40 Agency Collateralized Mortgage Obligation FNMA_91-59 2021-06-25 6.500000 9000.00 68.52 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1505 2023-05-15 15.447830 9999.00 99.73 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1502 2023-04-15 7.000000 10000.00 1390.01 Agency Collateralized Mortgage Obligation FHLMC_1534 2023-06-15 5.000000 10000.00 909.55 Agency Collateralized Mortgage Obligation FHLMC_1856 2026-06-15 8.000000 10000.00 734.00 Agency Collateralized Mortgage Obligation FNMA_91-17 2021-03-25 5.000000 10000.00 23.27 Agency Collateralized Mortgage Obligation FNMA_G11 2021-05-25 8.500000 10000.00 27.92 Agency Collateralized Mortgage Obligation FNMA_G92-43 2022-07-25 7.500000 10000.00 63.42 Agency Collateralized Mortgage Obligation FANNIE MAE REMICS FNMA_93-G21 2023-05-25 7.200000 12000.00 331.07 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1628 2023-12-15 6.500000 13000.00 1322.15 Agency Collateralized Mortgage Obligation FNMA_91-54 2021-05-25 6.500000 13000.00 95.86 Agency Collateralized Mortgage Obligation FNMA_92-111 2022-06-25 7.500000 13000.00 67.70 Agency Collateralized Mortgage Obligation FHLMC_1226 2022-03-15 7.750000 14000.00 90.63 Agency Collateralized Mortgage Obligation FNMA_92-87 2022-05-25 8.000000 14000.00 88.84 Agency Collateralized Mortgage Obligation FNMA_93-33 2023-03-25 7.500000 14000.00 205.94 Agency Collateralized Mortgage Obligation FNMA_93-147 2023-08-25 7.000000 15000.00 214.42 Agency Collateralized Mortgage Obligation FNMA_93-250 2023-12-25 7.000000 15000.00 1548.25 Agency Collateralized Mortgage Obligation FNMA_16-101A 2047-01-25 3.500000 15799.00 4634.16 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_91-65 2021-06-25 6.500000 17000.00 79.60 Agency Collateralized Mortgage Obligation FNMA_G92-42 2022-07-25 7.000000 18000.00 92.55 Agency Collateralized Mortgage Obligation FHLMC_11-7 2021-07-15 6.500000 19000.00 133.95 Agency Collateralized Mortgage Obligation FNMA_G-31 2021-10-25 8.500000 19000.00 55.06 Agency Collateralized Mortgage Obligation FHLMC_1324 2022-07-15 7.000000 21000.00 245.68 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1024 2020-12-15 9.000000 24000.00 110.12 Agency Collateralized Mortgage Obligation FHLMC_1078 2021-05-15 6.500000 24500.00 52.40 Agency Collateralized Mortgage Obligation FHLMC_1939 2027-04-15 6.220500 24982.00 13.36 Agency Collateralized Mortgage Obligation FHLMC_27 2024-03-25 10.781250 25000.00 426.73 Agency Collateralized Mortgage Obligation FNMA_89-91 2019-12-25 9.150000 25000.00 28.95 Agency Collateralized Mortgage Obligation FHLMC_17-29 2024-05-15 7.500000 26999.00 5549.51 Agency Collateralized Mortgage Obligation FNMA_G2-9 2021-09-25 8.500000 29000.00 184.41 Agency Collateralized Mortgage Obligation FNMA_G92-36 2022-07-25 7.000000 29000.00 81.03 Agency Collateralized Mortgage Obligation FNMA_91-47 2021-12-25 13.868620 30000.00 50.55 Agency Collateralized Mortgage Obligation FHLMC_1080 2021-05-15 7.000000 31914.00 4.60 Agency Collateralized Mortgage Obligation FNMA_02-53C 2032-04-25 2.681380 32811.00 220.47 Agency Collateralized Mortgage Obligation FHLMC_1120 2021-07-15 8.000000 34000.00 394.02 Agency Collateralized Mortgage Obligation FHLMC_3762 2039-12-15 4.000000 34000.00 34746.21 Agency Collateralized Mortgage Obligation FNMA_91-76 2021-07-25 9.000000 35000.00 177.50 Agency Collateralized Mortgage Obligation FNMA_17-3A 2042-08-25 2.500000 35277.00 29206.16 Agency Collateralized Mortgage Obligation FHLMC_1001 2020-10-15 9.500000 40000.00 65.66 Agency Collateralized Mortgage Obligation FHLMC_83 2020-10-15 9.000000 40000.00 21.65 Agency Collateralized Mortgage Obligation FHLMC_1018 2020-11-15 7.000000 43000.00 139.79 Agency Collateralized Mortgage Obligation FHLMC_1899 2026-09-15 8.000000 50000.00 3309.96 Agency Collateralized Mortgage Obligation GNMA_08-43 2038-05-20 0.000000 50078.00 0.04 Agency Collateralized Mortgage Obligation FHLMC_1316 2022-06-15 8.000000 53000.00 641.21 Agency Collateralized Mortgage Obligation FNMA_G-6 2021-03-25 9.000000 58000.00 148.95 Agency Collateralized Mortgage Obligation FNMA_02-M3 2032-10-25 0.666010 58503.00 1.83 Agency Collateralized Mortgage Obligation FNMA_09-40 2039-06-25 6.500000 64028.00 142766.53 Agency Collateralized Mortgage Obligation FNMA_89-27 2019-06-25 6.900000 69000.00 42.97 Agency Collateralized Mortgage Obligation FHLMC_99 2021-01-15 9.500000 74994.00 12.93 Agency Collateralized Mortgage Obligation FNMA_92-71 2022-05-25 8.250000 78000.00 355.45 Agency Collateralized Mortgage Obligation FHLMC_4613B 2036-12-15 0.000000 78920.00 107.30 Agency Collateralized Mortgage Obligation FNMA_G92-30 2022-06-25 7.000000 88000.00 213.29 Agency Collateralized Mortgage Obligation FHLMC_1562 2023-07-15 7.000000 95000.00 4781.78 Agency Collateralized Mortgage Obligation FHLMC_3150 2036-05-15 5.500000 96000.00 11851.36 Agency Collateralized Mortgage Obligation GNMA_17-134E 2047-09-20 3.000000 106810.00 81667.03 Agency Collateralized Mortgage Obligation GNMA_14-40 2054-01-16 0.639230 113529.00 1294.39 Agency Collateralized Mortgage Obligation FNMA_07-70 2037-07-25 5.500000 137737.00 91151.56 Agency Collateralized Mortgage Obligation FHLMC_44-8 2041-01-15 10.999980 143211.00 8762.42 Agency Collateralized Mortgage Obligation FHLMC_1058 2021-04-15 8.000000 155000.00 194.18 Agency Collateralized Mortgage Obligation FHLMC_1599 2023-10-15 13.339300 184999.00 2473.77 Agency Collateralized Mortgage Obligation FNMA_08-10B 2038-03-25 4.018620 197007.00 747.74 Agency Collateralized Mortgage Obligation GNMA_08-27 2038-03-20 0.000000 200000.00 5.42 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_G92-24 2022-04-25 6.500000 215500.00 1316.30 Agency Collateralized Mortgage Obligation GNMA_17-37 2047-03-20 3.500000 222037.00 198069.34 Agency Collateralized Mortgage Obligation GNMA_08-4 2038-01-20 0.000000 250000.00 0.09 Agency Collateralized Mortgage Obligation FHLMC_11-25 2021-08-15 8.250000 300000.00 2167.22 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_10-M6 2020-09-25 4.108620 325000.00 12642.34 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-01-15 7.500000 364991.00 6026.94 Agency Collateralized Mortgage Obligation FHLMC_44-48 2041-01-15 4.000000 457471.00 527762.73 Agency Collateralized Mortgage Obligation FHLMC_44-75 2045-01-15 2.500000 469049.00 378304.35 Agency Collateralized Mortgage Obligation FHLMC_4435D 2041-01-15 5.341000 500000.00 492088.67 Agency Collateralized Mortgage Obligation FHLMC_47-96 2048-06-15 3.250000 500000.00 440906.06 Agency Collateralized Mortgage Obligation GNMA_18-91A 2044-11-20 4.500000 555555.00 90600.64 Agency Collateralized Mortgage Obligation GNMA_10-1 2040-01-20 3.510370 600000.00 7205.42 Agency Collateralized Mortgage Obligation GNMA_18-112C 2045-02-20 4.500000 666666.00 105637.46 Agency Collateralized Mortgage Obligation FHLMC_44-87 2045-01-15 2.500000 700000.00 561230.90 Agency Collateralized Mortgage Obligation FNMA_16-M12 2023-10-25 1.998000 710000.00 16268.52 Agency Collateralized Mortgage Obligation FNMA_11-100C 2040-11-25 5.444000 725000.00 458556.49 Agency Collateralized Mortgage Obligation FHLMC_40-77 2042-05-15 2.000000 765878.00 163534.48 Agency Collateralized Mortgage Obligation FHLMC_4613B 2037-11-15 6.000000 829429.00 92395.75 Agency Collateralized Mortgage Obligation FNMA_02-69A 2032-10-25 5.500000 832000.00 85743.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2051-12-16 3.706210 850000.00 1040148.03 Agency Collateralized Mortgage Obligation GNMA_18-21 2048-02-20 3.000000 887837.00 716532.39 Agency Collateralized Mortgage Obligation FNMA_16-M10 2045-11-25 2.350000 890000.00 742662.16 Agency Collateralized Mortgage Obligation FHLMC_40-41 2040-08-15 12.602500 1000000.00 1298059.78 Agency Collateralized Mortgage Obligation GNMA_14-122 2044-08-20 3.000000 1000000.00 927910.63 Agency Collateralized Mortgage Obligation GNMA_18-21 2044-07-20 3.500000 1000000.00 113792.57 Agency Collateralized Mortgage Obligation GNMA_14-145 2044-10-20 3.500000 1250000.00 1283089.89 Agency Collateralized Mortgage Obligation GNMA_06-28 2036-06-20 57.464800 1265154.00 223943.84 Agency Collateralized Mortgage Obligation FNMA_06-60H 2036-07-25 17.874480 1572369.00 2084549.21 Agency Collateralized Mortgage Obligation FNMA_05-22A 2035-04-25 6.810090 1650000.00 293622.97 Agency Collateralized Mortgage Obligation FHLMC_36-29 2040-01-15 5.000000 1650578.00 1037916.53 Agency Collateralized Mortgage Obligation GNMA_14-41 2044-03-20 3.820370 1750000.00 79465.39 Agency Collateralized Mortgage Obligation GNMA_15-179 2045-12-20 4.470370 1750000.00 157817.10 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-20 3.840370 1876425.00 74393.56 Agency Collateralized Mortgage Obligation FHLMC_44-17 2043-12-15 3.317330 2000000.00 585880.34 Agency Collateralized Mortgage Obligation FNMA_14-49 2043-07-25 7.000000 2101892.00 1907457.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2045-08-20 3.420370 2150000.00 108798.15 Agency Collateralized Mortgage Obligation FNMA_04-79 2032-08-25 13.553700 2257424.00 28490.77 Agency Collateralized Mortgage Obligation FNMA_14-73 2044-11-25 3.868620 2400000.00 124932.12 Agency Collateralized Mortgage Obligation FHLMC_31-71 2036-06-15 25.623000 2433000.00 495676.92 Agency Collateralized Mortgage Obligation FHLMC_4613B 2036-12-15 0.000000 2449506.00 2688.01 Agency Collateralized Mortgage Obligation GNMA_18-21 2048-02-20 3.000000 2470298.00 2044202.72 Agency Collateralized Mortgage Obligation GNMA_18-59C 2045-02-20 4.500000 2677772.00 332032.66 Agency Collateralized Mortgage Obligation GNMA_09-92 2039-10-20 5.500000 2679493.00 4859228.09 Agency Collateralized Mortgage Obligation FHLMC_3515A 2039-03-15 5.000000 2691941.00 183626.62 Agency Collateralized Mortgage Obligation GNMA_18-1 2048-01-20 3.500000 2996547.00 2186792.56 Agency Collateralized Mortgage Obligation FHLMC_3980 2041-09-15 3.000000 3000000.00 874583.19 Agency Collateralized Mortgage Obligation FNMA_17-96H 2047-12-25 3.500000 3026722.00 2875330.02 Agency Collateralized Mortgage Obligation FNMA_12-103 2042-09-25 3.718620 3249000.00 171317.88 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1200 2022-02-15 7.000000 3261997.00 30631.57 Agency Collateralized Mortgage Obligation 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3.920370 12000000.00 1675768.16 Agency Collateralized Mortgage Obligation GNMA_17-180C 2047-12-20 3.920370 12750243.00 2027975.63 Agency Collateralized Mortgage Obligation FNMA_12-72 2042-07-25 4.218620 13333702.00 671764.99 Agency Collateralized Mortgage Obligation FNMA_12-14J 2042-03-25 4.218620 13923018.00 702699.19 Agency Collateralized Mortgage Obligation GNMA_08-27C 2038-03-20 7.000000 14285714.00 562521.56 Agency Collateralized Mortgage Obligation GNMA_11-79 2041-05-20 3.120370 14500000.00 594615.48 Agency Collateralized Mortgage Obligation FNMA_05-114C 2035-08-25 15.926610 14569786.00 372859.11 Agency Collateralized Mortgage Obligation FNMA_16-88B 2056-12-25 3.618620 14950182.00 1591879.30 Agency Collateralized Mortgage Obligation FHLMC_44-35 2041-01-15 2.952080 15226387.00 1168154.03 Agency Collateralized Mortgage Obligation GNMA_17-68 2047-05-16 3.870250 15379762.00 1947782.66 Agency Collateralized Mortgage Obligation FNMA_12-103 2042-04-25 4.368620 16000000.00 1050596.88 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4.168620 22399000.00 1081688.14 Agency Collateralized Mortgage Obligation FHLMC_44-17 2043-12-15 2.244000 22473927.00 60003.21 Agency Collateralized Mortgage Obligation GNMA_13-26 2043-02-16 3.870250 22530812.00 751360.57 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 4.318620 22850980.00 534505.29 Agency Collateralized Mortgage Obligation FNMA_16-65A 2046-09-25 3.818620 23000000.00 2175042.92 Agency Collateralized Mortgage Obligation FHLMC_43-63 2050-11-15 3.720500 23484774.00 1691361.23 Agency Collateralized Mortgage Obligation GNMA_18-91K 2048-07-20 3.870370 23738689.00 3397105.21 Agency Collateralized Mortgage Obligation FNMA_12-34 2042-04-25 4.218620 24166666.00 1196343.83 Agency Collateralized Mortgage Obligation GNMA_14-118A 2044-08-20 3.320370 24189145.00 1155381.24 Agency Collateralized Mortgage Obligation FNMA_18-71 2048-09-25 3.918620 24381259.00 3579656.56 Agency Collateralized Mortgage Obligation FHLMC_47-35 2034-07-15 5.500000 24384579.00 4920554.33 Agency 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Mortgage-Backed Securities FNSTR_383 2037-08-25 7.500000 2372000.00 16820.57 Agency Collateralized Mortgage Obligation GINNIE MAE I 2041-11-15 4.000000 2384004.00 583263.14 Agency Mortgage-Backed Securities GINNIE MAE I 2041-01-15 4.000000 2410324.00 1028867.69 Agency Mortgage-Backed Securities FNSTR_383 2037-06-25 6.000000 2426000.00 11189.10 Agency Collateralized Mortgage Obligation GINNIE MAE I 2040-10-15 4.000000 2435468.00 762034.53 Agency Mortgage-Backed Securities GNMA_13-102 2038-07-20 6.500000 2457996.00 145122.09 Agency Collateralized Mortgage Obligation GNMA_13-71 2043-05-20 3.500000 2480000.00 259152.98 Agency Collateralized Mortgage Obligation GINNIE MAE II 2044-07-20 5.500000 2500000.00 1189450.65 Agency Mortgage-Backed Securities GNMA_09-125 2039-10-20 5.000000 2500000.00 2590160.19 Agency Collateralized Mortgage Obligation GINNIE MAE I 2045-04-15 3.500000 2503796.00 1455672.70 Agency Mortgage-Backed Securities GINNIE MAE I 2042-10-15 3.500000 2517940.00 952158.96 Agency Mortgage-Backed Securities GINNIE MAE I 2045-02-15 3.500000 2577376.00 1586653.36 Agency Mortgage-Backed Securities GNMA_14-100 2044-07-20 0.000000 2626210.00 670167.78 Agency Collateralized Mortgage Obligation GINNIE MAE I 2041-06-15 4.000000 2626520.00 400973.59 Agency Mortgage-Backed Securities FNSTR_386 2038-08-25 6.500000 2688000.00 18304.68 Agency Collateralized Mortgage Obligation GINNIE MAE I 2041-03-15 4.000000 2700000.00 662855.56 Agency Mortgage-Backed Securities FNSTR_386 2037-11-25 6.500000 2713000.00 9794.01 Agency Collateralized Mortgage Obligation GINNIE MAE I 2047-07-15 4.500000 2723244.00 1921336.79 Agency Mortgage-Backed Securities FNSTR_383 2038-01-25 6.000000 2738000.00 14611.56 Agency Collateralized Mortgage Obligation GINNIE MAE I 2045-08-15 3.500000 2739856.00 2162875.60 Agency Mortgage-Backed Securities FNSTR_383 2036-12-25 6.500000 2741000.00 19428.27 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 2751000.00 21688.66 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 2751000.00 23450.80 Agency Collateralized Mortgage Obligation FNSTR_386 2038-01-25 7.000000 2783000.00 13693.91 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 7.000000 2796000.00 17960.25 Agency Collateralized Mortgage Obligation GINNIE MAE I 2047-07-15 4.500000 2798732.00 2590071.51 Agency Mortgage-Backed Securities FNSTR_383 2037-09-25 7.500000 2800000.00 13483.48 Agency Collateralized Mortgage Obligation FNMA_06-125 2037-01-25 4.918620 2800000.00 18805.01 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 2803000.00 19172.78 Agency Collateralized Mortgage Obligation GINNIE MAE I 2042-06-15 4.000000 2826224.00 919656.62 Agency Mortgage-Backed Securities GINNIE MAE I 2039-07-15 4.000000 2849664.00 539886.08 Agency Mortgage-Backed Securities GNMA_11-69 2041-05-20 3.100370 2855000.00 48742.03 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 2872000.00 24182.58 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 7.000000 2872000.00 14304.40 Agency Collateralized Mortgage Obligation FNSTR_386 2038-01-25 7.500000 2882000.00 7921.82 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 5.500000 2898000.00 23587.16 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 2904000.00 13964.69 Agency Collateralized Mortgage Obligation FHSTR_245 2037-05-15 0.000000 3000000.00 83935.60 Agency Collateralized Mortgage Obligation GINNIE MAE I 2039-10-15 4.500000 3000000.00 736064.87 Agency Mortgage-Backed Securities FNSTR_383 2037-10-25 6.500000 3053000.00 17395.88 Agency Collateralized Mortgage Obligation FNSTR_383 2037-02-25 6.500000 3060000.00 19656.29 Agency Collateralized Mortgage Obligation GINNIE MAE I 2047-03-15 4.500000 3079336.00 1483707.39 Agency Mortgage-Backed Securities FNMA_13-116 2043-10-25 3.500000 3122289.00 105716.74 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 5.500000 3135000.00 17720.30 Agency Collateralized Mortgage Obligation GINNIE MAE I 2022-07-15 6.000000 3150000.00 77902.38 Agency Mortgage-Backed Securities GINNIE MAE I 2032-06-15 6.500000 3174784.00 129297.55 Agency Mortgage-Backed Securities GINNIE MAE I 2035-02-15 6.000000 3180040.00 128653.48 Agency Mortgage-Backed Securities GINNIE MAE I 2047-02-15 4.500000 3232948.00 1452458.58 Agency Mortgage-Backed Securities GNMA_12-138A 2042-11-16 4.000000 3260000.00 275914.34 Agency Collateralized Mortgage Obligation GINNIE MAE I 2047-03-15 4.500000 3294268.00 1373050.66 Agency Mortgage-Backed Securities GINNIE MAE I 2045-03-15 3.500000 3367184.00 2553768.69 Agency Mortgage-Backed Securities GNMA_11-157 2041-12-20 4.320370 3396648.00 254446.50 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 3415000.00 19029.29 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.500000 3499000.00 20651.87 Agency Collateralized Mortgage Obligation GINNIE MAE I 2039-02-15 6.500000 3544836.00 492763.34 Agency Mortgage-Backed Securities FNSTR_383 2037-12-25 6.000000 3545000.00 18608.14 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 3554000.00 20729.35 Agency Collateralized Mortgage Obligation GINNIE MAE I 2038-11-15 6.500000 3617092.00 459694.44 Agency Mortgage-Backed Securities FHLMC_48-19 2048-08-15 4.000000 3622145.00 2849146.13 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 6.500000 3629000.00 19894.41 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 3707000.00 28057.18 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_274 2025-10-25 8.500000 3741000.00 1446.72 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 3743000.00 19315.63 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 3791000.00 18803.07 Agency Collateralized Mortgage Obligation FNMA_07-68 2037-07-25 4.418620 3820000.00 21670.89 Agency Collateralized Mortgage Obligation GINNIE MAE I 2045-08-15 3.500000 3850732.00 2766398.05 Agency Mortgage-Backed Securities GINNIE MAE I 2026-11-15 3.500000 3925000.00 790740.15 Agency Mortgage-Backed Securities FNSTR_383 2038-04-25 6.000000 3979000.00 19552.88 Agency Collateralized Mortgage Obligation FNSTR_383 2037-10-25 6.500000 3993000.00 23780.66 Agency Collateralized Mortgage Obligation FNMA_13-84 2042-11-25 3.868620 4000000.00 251040.98 Agency Collateralized Mortgage Obligation FNMA_07-34 2037-04-25 3.828620 4000000.00 14094.40 Agency Collateralized Mortgage Obligation GNMA_09-67 2039-08-20 5.500000 4011000.00 4264882.84 Agency Collateralized Mortgage Obligation GNMA_13-22 2043-02-20 3.000000 4025000.00 422768.51 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 4049000.00 22835.17 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 4051000.00 17076.51 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 5.500000 4057000.00 26417.63 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 5.500000 4083000.00 26733.19 Agency Collateralized Mortgage Obligation FNMA_16-26 2041-03-25 5.000000 4187369.00 1670419.66 Agency Collateralized Mortgage Obligation GNMA_08-93 2038-06-16 0.000000 4226456.00 1682532.96 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 4258000.00 27669.69 Agency Collateralized Mortgage Obligation FNMA_11-59 2041-07-25 5.500000 4310000.00 5640625.50 Agency Collateralized Mortgage Obligation GINNIE MAE I 2026-05-15 3.500000 4352784.00 626856.90 Agency Mortgage-Backed Securities FNSTR_383 2037-12-25 6.000000 4359000.00 23919.49 Agency Collateralized Mortgage Obligation GNMA_18-63 2040-01-20 4.500000 4372280.00 1928319.77 Agency Collateralized Mortgage Obligation FHLMC_4456A 2044-05-15 4.000000 4375000.00 416921.78 Agency Collateralized Mortgage Obligation FNSTR_07-385 2037-11-01 4.500000 4386697.00 41380.71 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 6.500000 4390000.00 29940.12 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 4391000.00 27337.97 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 4528000.00 34981.62 Agency Collateralized Mortgage Obligation FNSTR_384 2036-05-25 6.000000 4626246.00 82360.96 Agency Collateralized Mortgage Obligation GINNIE MAE I 2043-03-15 4.000000 4685296.00 957431.12 Agency Mortgage-Backed Securities FHLMC_45-84 2043-08-15 2.194000 4685534.00 98562.97 Agency Collateralized Mortgage Obligation GINNIE MAE I 2041-10-15 4.000000 4700000.00 1171038.71 Agency Mortgage-Backed Securities FNSTR_383 2037-07-25 5.500000 4708000.00 30602.80 Agency Collateralized Mortgage Obligation GINNIE MAE I 2042-12-15 3.500000 4766768.00 2574872.99 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 3.500000 4781000.00 4620003.03 Agency Mortgage-Backed Securities GINNIE MAE I 2032-01-15 6.500000 4795584.00 94604.86 Agency Mortgage-Backed Securities GINNIE MAE I 2044-11-15 4.000000 4806200.00 2156073.29 Agency Mortgage-Backed Securities FHLMC_4584 2044-05-15 2.220500 4814646.00 322983.23 Agency Collateralized Mortgage Obligation GINNIE MAE I 2040-06-15 4.000000 4884440.00 924605.40 Agency Mortgage-Backed Securities FNSTR_383 2037-06-25 6.000000 4892000.00 25333.14 Agency Collateralized Mortgage Obligation FNMS_03-53 2034-08-01 5.000000 5000000.00 38272.35 Agency Collateralized Mortgage Obligation FHLMC_3779 2040-12-15 4.500000 5000000.00 5065006.45 Agency Collateralized Mortgage Obligation GINNIE MAE I 2035-05-15 6.500000 5000000.00 284575.86 Agency Mortgage-Backed Securities FNSTR_383 2037-01-25 6.500000 5017000.00 27501.32 Agency Collateralized Mortgage Obligation GINNIE MAE I 2042-05-15 3.500000 5055928.00 1911986.70 Agency Mortgage-Backed Securities GINNIE MAE I 2046-09-15 3.500000 5064256.00 4311954.40 Agency Mortgage-Backed Securities GINNIE MAE I 2041-02-15 4.000000 5200000.00 864263.01 Agency Mortgage-Backed Securities GINNIE MAE I 2045-09-15 4.500000 5283912.00 1099393.44 Agency Mortgage-Backed Securities FNMA_09-104 2039-12-25 0.000000 5314798.00 483418.02 Agency Collateralized Mortgage Obligation FNSTR_381 2037-07-01 6.500000 5458770.00 45491.56 Agency Collateralized Mortgage Obligation GINNIE MAE I 2041-04-15 4.000000 5500000.00 623835.07 Agency Mortgage-Backed Securities FNSTR_383 2037-08-25 6.500000 5503000.00 41203.24 Agency Collateralized Mortgage Obligation FHLMC_4657V 2037-11-15 0.000000 5661348.00 2739226.19 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 5887000.00 41060.97 Agency Collateralized Mortgage Obligation GINNIE MAE I 2047-10-15 4.500000 5978890.00 4392313.25 Agency Mortgage-Backed Securities FHLMC_39-57 2041-11-15 4.000000 6000000.00 7589116.99 Agency Collateralized Mortgage Obligation GINNIE MAE I 2045-08-15 3.500000 6077192.00 4471608.85 Agency Mortgage-Backed Securities FNSTR_383 2037-07-25 5.500000 6188000.00 40118.88 Agency Collateralized Mortgage Obligation GINNIE MAE I 2033-03-15 6.000000 6277040.00 194592.96 Agency Mortgage-Backed Securities FNSTR_386 2038-01-25 6.000000 6405000.00 26799.02 Agency Collateralized Mortgage Obligation GINNIE MAE I 2041-08-15 4.000000 6406784.00 1444145.30 Agency Mortgage-Backed Securities FNSTR_383 2037-07-25 5.500000 6448000.00 42768.78 Agency Collateralized Mortgage Obligation GINNIE MAE I 2040-11-15 4.000000 6471888.00 2162664.15 Agency Mortgage-Backed Securities FNSTR_383 2037-08-25 6.500000 6787000.00 55202.97 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 6790000.00 33189.14 Agency Collateralized Mortgage Obligation FNSTR_383 2038-04-25 6.000000 6908000.00 33638.38 Agency Collateralized Mortgage Obligation FNMA_13-19 2043-03-25 3.868620 7000000.00 515433.26 Agency Collateralized Mortgage Obligation GINNIE MAE I 2034-09-15 6.500000 7000000.00 310724.66 Agency Mortgage-Backed Securities GINNIE MAE I 2032-01-15 6.500000 7007808.00 127450.41 Agency Mortgage-Backed Securities GNMA_13-132 2035-01-20 0.270000 7059128.00 17574.20 Agency Collateralized Mortgage Obligation FHLMC_4564 2045-12-15 3.500000 7142857.00 838138.82 Agency Collateralized Mortgage Obligation GINNIE MAE I 2044-09-15 3.500000 7262488.00 4796521.37 Agency Mortgage-Backed Securities FHLMC_46-41 2041-05-15 5.000000 7368481.00 1036585.87 Agency Collateralized Mortgage Obligation FNMA_12-65 2040-07-25 5.500000 7503910.00 404044.61 Agency Collateralized Mortgage Obligation GINNIE MAE I 2039-10-15 4.500000 7675000.00 1827310.62 Agency Mortgage-Backed Securities FNSTR_383 2038-04-25 6.000000 7910000.00 38405.09 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_370 2036-05-25 6.000000 7965000.00 56743.94 Agency Collateralized Mortgage Obligation FNW_07-W3 2037-04-25 0.000000 8074073.00 156132.17 Agency Collateralized Mortgage Obligation FNMA_16-26 2043-01-25 1.218620 8156752.00 388783.49 Agency Collateralized Mortgage Obligation FHSTR_239 2036-08-15 6.000000 8261000.00 33443.83 Agency Collateralized Mortgage Obligation GNMA_15-103D 2043-04-20 3.500000 8302304.00 16440.12 Agency Collateralized Mortgage Obligation GNMA_10-105 2040-01-16 4.500000 8333328.00 261671.81 Agency Collateralized Mortgage Obligation GNMA_16-121 2046-09-20 3.000000 8333328.00 1261082.33 Agency Collateralized Mortgage Obligation FHLMC_3497 2038-07-15 0.000000 8433317.00 767726.59 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 8479300.00 8123676.07 U.S. Treasuries (including strips) GINNIE MAE I 2026-11-15 8.000000 8725472.00 45190.64 Agency Mortgage-Backed Securities FHLMC_4584E 2043-08-15 2.244000 8817817.00 479160.23 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-79 2040-07-25 4.000000 8900000.00 3133913.38 Agency Collateralized Mortgage Obligation FHSTR_30-5 2028-03-15 3.500000 8903988.00 275225.36 Agency Collateralized Mortgage Obligation GNMA_14-139 2038-05-20 0.250000 9172224.00 29565.37 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 5.500000 9264000.00 43437.44 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 9403000.00 50815.87 Agency Collateralized Mortgage Obligation FHLMC_4219 2043-01-15 3.500000 9450126.00 759590.80 Agency Collateralized Mortgage Obligation GNMA_17-80 2038-03-16 0.050000 9617014.00 314.22 Agency Collateralized Mortgage Obligation FNMA_11-3 2041-02-25 3.538620 9647495.00 100582.65 Agency Collateralized Mortgage Obligation GNMA_11-69 2041-05-20 0.000000 10000000.00 1297239.32 Agency Collateralized Mortgage Obligation FNSTR_07-385 2037-11-01 4.500000 10050769.00 84999.90 Agency Collateralized Mortgage Obligation FHLMC_45-44 2044-11-15 4.000000 10062114.00 4138560.90 Agency Collateralized Mortgage Obligation FNSTR_377 2036-10-01 5.000000 10424824.00 89802.90 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 10449000.00 61099.62 Agency Collateralized Mortgage Obligation GINNIE MAE I 2041-08-15 4.000000 10466656.00 2721868.45 Agency Mortgage-Backed Securities GNMA_17-80G 2039-07-16 0.270000 10576832.00 44059.04 Agency Collateralized Mortgage Obligation FHLMC_3740 2040-10-15 4.500000 10724542.00 5455415.19 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 10798000.00 72766.57 Agency Collateralized Mortgage Obligation FNMA_387 2038-04-25 5.500000 10915000.00 40230.08 Agency Collateralized Mortgage Obligation FNMS_03-46 2033-12-01 5.500000 10941523.00 66439.40 Agency Collateralized Mortgage Obligation FNMS_03-44 2033-12-01 0.000000 11083878.00 182609.57 Agency Collateralized Mortgage Obligation FHLMC_43-77 2043-12-15 4.500000 11123577.00 876161.14 Agency Collateralized Mortgage Obligation FNSTR_386 2038-07-25 6.000000 11141000.00 56224.90 Agency Collateralized Mortgage Obligation FNSTR_07-384 2036-09-25 4.500000 11145722.00 94948.80 Agency Collateralized Mortgage Obligation GINNIE MAE I 2039-06-15 4.000000 11365000.00 1804012.92 Agency Mortgage-Backed Securities FNSTR_374 2036-08-01 6.500000 11421205.00 66907.12 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 5.500000 11825000.00 65623.69 Agency Collateralized Mortgage Obligation GNMA_17-141H 2039-08-20 5.000000 12009440.00 379277.80 Agency Collateralized Mortgage Obligation FNMA_03-87 2038-06-25 5.000000 12241000.00 37398.56 Agency Collateralized Mortgage Obligation FHLMC_46-82 2047-05-15 4.000000 12375000.00 2747286.42 Agency Collateralized Mortgage Obligation FHLMC_4669J 2044-03-15 0.150000 12484938.00 48740.00 Agency Collateralized Mortgage Obligation GINNIE MAE I 2039-11-15 5.500000 12485184.00 1504740.43 Agency Mortgage-Backed Securities FNMA_09-22 2037-02-25 0.000000 12564846.00 193781.19 Agency Collateralized Mortgage Obligation GINNIE MAE I 2045-10-15 4.000000 12570192.00 7343411.85 Agency Mortgage-Backed Securities GINNIE MAE I 2041-09-15 3.500000 12595000.00 3631408.77 Agency Mortgage-Backed Securities GNMA_14-62 2036-12-20 3.000000 13279536.00 243958.36 Agency Collateralized Mortgage Obligation GINNIE MAE II 2041-09-20 5.000000 13309780.00 4811474.00 Agency Mortgage-Backed Securities FNMA_13-26 2041-02-25 3.868620 13323282.00 364020.74 Agency Collateralized Mortgage Obligation FNSTR_386 2038-07-25 6.000000 13331000.00 83329.07 Agency Collateralized Mortgage Obligation FNSTR_302 2029-05-01 0.000000 13378316.00 57057.10 Agency Collateralized Mortgage Obligation GINNIE MAE I 2039-07-15 5.500000 13416272.00 1752280.94 Agency Mortgage-Backed Securities GNMA_14-94 2034-10-16 0.100000 13514656.00 26203.18 Agency Collateralized Mortgage Obligation GNMA_11-130 2040-05-20 0.000000 13585824.00 10439096.67 Agency Collateralized Mortgage Obligation GINNIE MAE I 2040-10-15 4.000000 13707792.00 2797429.87 Agency Mortgage-Backed Securities FNMA_17-7C 2037-04-25 5.500000 13872506.00 2076215.97 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 0.000000 14068849.00 1099102.30 Agency Collateralized Mortgage Obligation GINNIE MAE I 2048-06-15 3.500000 14846544.00 14342173.48 Agency Mortgage-Backed Securities GNMA_16-150 2045-10-20 3.000000 15156832.00 1714501.32 Agency Collateralized Mortgage Obligation FNMA_07-2 2037-02-25 0.000000 15293719.00 129059.68 Agency Collateralized Mortgage Obligation FNMA_08-10 2037-07-25 0.000000 15412491.00 211930.23 Agency Collateralized Mortgage Obligation GNMA_13-132 2040-01-16 0.270000 15918624.00 43801.60 Agency Collateralized Mortgage Obligation GNMA_13-132 2040-01-16 0.180000 16243488.00 33518.71 Agency Collateralized Mortgage Obligation GNMA_17-179 2044-07-20 5.000000 16436256.00 5659786.66 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 16473000.00 97706.24 Agency Collateralized Mortgage Obligation FHLMC_40-57 2042-06-15 4.370500 16485728.00 1131834.78 Agency Collateralized Mortgage Obligation GNMA_16-109 2046-08-20 3.000000 16666656.00 2121223.18 Agency Collateralized Mortgage Obligation FNMA_07-49 2037-06-25 0.000000 16666667.00 166554.77 Agency Collateralized Mortgage Obligation FHLMC_02-2416 2032-02-15 5.820500 16687431.00 12093.76 Agency Collateralized Mortgage Obligation FHLMC_4669J 2040-09-15 0.100000 17101815.00 46171.91 Agency Collateralized Mortgage Obligation FHLMC_40-23 2042-03-15 3.970500 17142857.00 573347.64 Agency Collateralized Mortgage Obligation GINNIE MAE I 2046-12-15 4.000000 17161952.00 10903505.18 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 17574400.00 15967328.96 U.S. Treasuries (including strips) FNMA_407 2041-03-25 5.000000 17823557.00 937933.57 Agency Collateralized Mortgage Obligation FHLMC_12-4096 2039-07-15 3.820500 18429333.00 243734.53 Agency Collateralized Mortgage Obligation GNMA_18-105A 2048-08-20 4.000000 18477856.00 3100928.29 Agency Collateralized Mortgage Obligation GINNIE MAE I 2043-02-15 3.500000 18492032.00 10534689.16 Agency Mortgage-Backed Securities GNMA_17-120 2047-08-20 4.500000 18557280.00 3324540.90 Agency Collateralized Mortgage Obligation FHLMC_4775E 2048-04-15 3.920500 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4.137000 10432390.00 9465463.45 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-01-01 3.000000 10500000.00 9303399.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-01-01 3.000000 11332628.00 10208301.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-07-01 3.000000 11979573.00 10775003.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-04-01 3.000000 13403351.00 11537335.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.500000 14364670.00 12775572.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-07-01 3.671000 14402498.00 13047604.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-05-31 2.500000 15551117.00 13770238.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-09-01 4.000000 17390430.00 15651219.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-06-01 3.500000 17776384.00 17620941.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.000000 22992359.00 20137934.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 3.000000 24514000.00 20999004.81 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 2.500000 24899778.00 21290876.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-12-01 2.000000 25071224.00 19499696.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 25951077.00 23343286.45 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-04-01 3.500000 28010152.00 24624945.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-12-01 2.500000 28565043.00 24553072.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 31561978.00 28461822.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-09-01 4.000000 57002700.00 56866286.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-09-01 3.500000 65412876.00 58903752.58 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2018-11-01 2018-11-01 2018-11-01 N N N 0.0220 645000000.00 645000000.00 0.0074 N Y Y N Barclays Bank plc Barclays Bank plc 2.190 G5GSEF7VJP5I7OUK5573 BRTMHRPC0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2048-05-01 4.500000 31238778.00 30496290.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 72362132.00 63323337.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 75105706.00 72223702.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 4.500000 77302622.00 72144817.57 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 3.500000 81876355.00 72317472.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-05-01 4.000000 87328289.00 78108922.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-04-01 4.000000 96805212.00 93132117.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 99993374.00 78890239.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 103295286.00 92876938.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-07-01 4.000000 105000000.00 104157208.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-12-01 3.000000 114065824.00 70500959.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.500000 114912235.00 95689754.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 128380686.00 123543984.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 131796429.00 129125509.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 143836635.00 126802728.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-03-01 3.500000 177678232.00 89227341.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-03-01 3.000000 205000000.00 152438674.31 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-11-01 2018-11-01 2018-11-01 N N N 0.0219 1500000000.00 1500000000.00 0.0171 N Y Y N Federal National Mortgage Association Notes Federal National Mortgage Association Notes 1.000 3135G0J53 B1V7KEBTPIMZEU4LTD58 US3135G0J535 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-02-26 2019-02-26 2019-02-26 N N N 0.0245 80060304.62 80060304.62 0.0009 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 2.220 3135G0U50 B1V7KEBTPIMZEU4LTD58 US3135G0U508 U.S. Government Agency Debt Y Fitch F1+ Moody's Agency Standard & Poor's A-1+ 2019-01-30 2019-04-30 2019-04-30 N N N 0.0228 94985803.20 94985803.20 0.0011 N N N N BlackRock Liquidity Funds 2018-11-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer